Right on direction. Still red.
You called the move. The stock did exactly what you said. The option still lost — the move was already priced in, and implied volatility collapsed on you. The surface shows what is priced in before you enter.
The instrument
The whole option chain.
One picture.
Ninety days of price history flowing into the option-implied probability fan. Brighter means the market prices that level more strongly. Tap or hover anywhere.
Interactive demo: SPY · NVDA · TSLA. Delayed quotes. Color = how strongly the options market prices each level at each date, scaled per expiry. Lines mark the market-implied (risk-neutral) median and central 68% band.
68 percent: the market-implied central band, roughly 2-in-3 odds.
Under 0.1 percent: an internal math check, every published slice matches its own forward price.
Zero AI models in the calculation path.
Sound familiar?
Hours of clicking through chains.
Strike by strike, expiry by expiry, tab after tab. The surface collapses the entire chain into one picture you read in seconds.
The method
Probabilities, not promises.
No black box. No “AI says buy.” Every number on this page is computed with published math (Breeden–Litzenberger, 1978) from real option quotes — reproducible, auditable, the same answer every time.
Regulators have warned about AI trade-signal services promising sure returns (CFTC advisory, Jan 2024). We are the opposite: a research instrument that shows the market's own odds — and never tells you what to do.
- Deterministic math, not language-model guesses
- Market-implied (risk-neutral) probabilities, labeled as exactly that
- You decide. We compute.
The Founding 100
One hundred seats.
Then the door closes.
79 dollars per month, founding rate.
No charge today. You reserve a place; billing starts only at launch.
Founding rate, locked for as long as you stay subscribed. Planned retail $129/mo. Cancel anytime.
- At launch: surfaces for every liquid US optionable name and ETF, refreshed daily, PNG export included.
- Early access: use the full instrument before public launch.
- Founding price, locked for life: it never rises while you stay.
- A direct line: founding members shape what gets built next.
Founding intake: 2 required fields
Questions
What exactly do the colors mean?
Each column of the surface is the relative likelihood the options market assigns to each price level at that horizon, computed from option prices and scaled per expiry so the brightest point in each column equals 1. The colors are scaled per expiry for visibility; the unscaled figures — the market-implied probability of finishing above spot and the price levels for those odds — appear in the readout as you tap or hover. These are risk-neutral too: they describe what option prices currently imply, not real-world forecasts.
Is this investment advice?
No. NeuroStats is a research and education tool. It shows you what current option prices imply — it never tells you to buy or sell anything. You decide.
Where does the data come from?
This preview is built from delayed public option quotes. At launch we plan richer, fresher feeds — the math stays the same either way.
Why should I trust this over AI trading tools?
Because every figure here is reproducible from published formulas applied to real quotes — you could recompute it yourself and get the same answer. There is no language model anywhere in the calculation path.