Options Pricing & Edge Detection Lab
Professional-grade tools for derivatives trading on Hyperliquid
SYNTH is built for traders who understand that edge comes from pricing accuracy and risk management. We provide real-time Greeks calculations, mispricing detection, and cascade-aware pricing to identify and exploit options inefficiencies.
Real Black-Scholes Greeks with cascade-adjusted risk metrics. Understand your position delta, gamma, vega, theta, and rho instantly.
Compare market prices to calculated fair value. Identify overpriced (sell) and underpriced (buy) opportunities with severity scoring.
Full market depth with Greeks for every strike. Click to build portfolio, track Greeks across multiple positions.
Automated mispricing detection across all 9 assets. Ranks edges by confidence and suggests optimal strategies.
Visualize profit/loss at any price level. Compare risk/reward across spreads, condors, butterflies, and custom combinations.
IV vs RV comparison, vol rank percentiles, term structure visualization, and 9-asset correlation matrix.
Pricing Engine: Black-Scholes with Abramowitz-Stegun error function for precise Greeks calculation
Data Sources: CoinGecko (crypto), AlphaVantage (stocks), Hyperliquid (perp data and liquidations)
Frontend: Next.js 14, React, Tailwind CSS, Recharts visualization
Infrastructure: Vercel for CDN-ready static prerendering of all routes
✅ Real Data: Price feeds from CoinGecko & AlphaVantage are live and accurate
⏳ Coming Soon: Hyperliquid API integration for live perpetual data, liquidation levels, and funding rates
📝 Demo Data: Greeks, fair value, and edge detection use realistic models but should be verified on real market data
❓ Backtesting: Historical edge detection results will be added after HIP-3 deployment
SYNTH is a Hyperliquid hackathon entry combining professional options pricing tools with cascade-aware risk analysis. Built in 72 hours with real-time market data integration.
✅ Implemented:
🔄 Next Phase:
Built with precision. Tested with discipline.
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