Options intelligence that plugs into your stack, not the other way around.

Programmatic access to Decision Scores, IV analytics, regime state and screening results — pull GiottoO's outputs straight into your own stack instead of a browser tab.

Structured feeds of market regime classification, IV rank surfaces and vol-richness signals, delivered on a schedule your systems can consume.

Shared screens for the morning meeting: regime state, vol dislocations, event calendar and the desk's live exposure in one view built for a room, not a laptop.

Portfolio Radar across books and traders — see per-book Greeks and firm-level aggregation side by side, with drill-down from firm to book to position.

Cross-book and cross-underlying correlation so risk knows when three traders are independently running the same crowded short-vol position.

Historical base rates for any setup class — by structure, IV band and tenor — so new strategies get sanity-checked against history before capital does the checking.

Contractual uptime and response commitments, a named technical contact, and escalation paths that work at 8:25 before the open.

We integrate with your OMS, risk warehouse or data lake — custom exports, webhooks and schemas mapped to how your firm already stores positions.