The whole decisionA signal is
Observe → Model → ControlA signal is
just the beginning.
Positioning, liquidity and portfolio limits belong in the same conversation.
Rasiz. Systematic options intelligence.
Options.
In perspective.
One clear view of structure, volatility and risk. A considered framework for systematic options research.
Discuss research accessResearch in development. Risk in view.
An illustrative market, in motion
See the exposure.Structure before signal.
Stay in balance.Risk in every decision.
Drag to explore
Designed to see more.Explore the experience
The interactive preview
A different view.
With every variable.
Move the market. Change the volatility. Watch exposure respond. Explore the model at your own pace.
SPX / Market structureSynthetic data
+$2.84BNet dealer gamma · Illustrative
Auto scenario · hover or touch the chart to inspect a strike.
Gamma flip5,870.00
Implied vol18.42%
RegimeLong gamma
Illustrative scenarios. Not live market data.
Considered. At every layer.
Complexity, composed.
A connected way to observe structure, examine a model and keep the limits in view.
The shape of opportunityConvexity.
See how sensitivities change.Convexity.
Made visible.
The discipline of a boundaryRisk stays
A framework. Not a promise.Risk stays
in the frame.
01 / The framework
From market noise
to a risk decision.
Short expiry options compress the time to react. Rasiz brings positioning, volatility and exposure into one research workflow, so a signal can be examined before it becomes an order.
0DTE gamma scalping
Study how short dated convexity changes the cost and timing of a delta rebalance.
Research logic
Compare realized movement with implied volatility. Apply transaction cost thresholds, inventory limits and expiry cutoffs before a simulated rebalance.
Dispersion & volatility arbitrage
Compare index and component volatility across correlation, term structure and skew.
Research logic
Normalize vega exposures and evaluate multiple correlation assumptions. Model error, liquidity and execution costs remain part of the relative value analysis.
Dealer inventory reconstruction
Explore positioning scenarios through option chains and flow, with uncertainty visible.
Research logic
Dealer inventory is inferred, never directly observed. Compare positioning assumptions and examine gamma, vanna and charm sensitivities across the same scenario.
Tail risk & VaR guardrails
Set the boundary for exposure before evaluating the next opportunity.
Research logic
Pair value at risk with expected shortfall and gap scenarios. Order size checks, portfolio limits and a human operated stop form the intended control framework.
The operating principle
See the structure.
Keep the discipline.
A repeatable process matters more than a convincing chart. Observe the structure, test a scenario, then check the limits.
01 Observe02 Model03 Control
02 / Inside the engine
A decision trail
you can follow.
Inspect the intended sequence from signal to risk check to simulated fill. Every event below is generated locally in your browser.
rasiz / execution preview
Event streamSynthetic feed
A working interface demonstration, using synthetic prices, fills and Greeks. No live market feed, broker connection or actual orders. The preview makes no measured latency or performance claims.
03 / Before we talk
A few useful
distinctions.
What is Rasiz?
Rasiz is an options research and execution framework in development. This portal presents its strategy concepts and a browser based demonstration.
Is the market data live?
No. The gamma chart, volatility surface, event stream and portfolio Greeks are illustrative simulations. Move spot and volatility, choose a scenario, or play the automatic simulation.
Can I connect a brokerage?
This website has no brokerage connection or live order entry. Contact us to discuss the intended execution architecture and integration requirements.
Is API access available?
API inquiries are welcome. Availability, scope and access terms need to be discussed directly; this page does not promise a production API.
Are returns or latency guaranteed?
No. This preview provides no investment track record, guaranteed returns or measured execution latency. Options can lose the entire investment and more for some strategies.
How do I discuss the research?
Email [email protected] with your research focus, intended use and integration questions. The inquiry requires no signup, deposit or payment.
Institutional & research inquiries
A clearer perspective.
A better conversation.
Discuss market structure research, the execution framework or future API access.