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Derivatives are for everyone

A weekly deep dive into how to build trading strategies with TheTape. Analysis of strategy performance, price levels, and options market structure discussion.

Free Sample: The Daily Theta Cliff

 

Includes full access to TheTape.Report
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Only $99/month

15% off with Annual Subscription

Flip that flow

We built TheTape to find opportunity.

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Identify trades that align with your objectives, whether they're premium generation, overlay, or something different.

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Analyze how Indicators have changed over time, where the Stable Skew curve has shifted, and what historical VRP levels are.

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At TheTape something's always moving.

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Activity moves  prices

Audits like "Expensive Puts" identify which options series to look at. Indicator Dashboards track how spreads are priced over time so you have a stable benchmark for comparison.

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Combine this with historical vol or skew comparisons to build a complete trade thesis and capture opportunity. â€‹

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Subscribe individually, or get an all access pass which includes exclusive content.

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Free. Live.
252 trading days of the year.

Log in to get free, up to date, market analytics for AAPL.

 

Get a feel for the LIQ Index and how its composition changes. See how indicators move with market conditions. 

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Identify potential trades

Take advantage of our proprietary audits which highlight opportunity sets. Find Expensive Puts or Calls; Straddles and Spreads.

 

Create your own alerts for indicators that breach a threshold.

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Analyze option premiums

Whether you're buying or selling, knowing how implied volatility relates to different historical measures is an important part of your trade's framework. The VRP Lab looks at multiple dimensions of volatility to better understand the surface and underlying movements. 

Curated ticker selections

In addition to detailed analytics on the Top 200 most active options symbols; dashboards highlight names that have upcoming earnings (T Minus 5) and significant increases in liquidity (LIQ Picks).

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Client
Exclusives

Running a Wheel? Hedged Equity?

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Become a client today to build custom strategies and leverage execution opportunities.

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Starting at only $10/month/symbol. 

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*Requires Annual Subscription and Client Agreement*

Better data makes better decisions

Starting with smoothed option market quotes, the LIQ Index normalizes spread by implied volatility, weights that against relative volume level, and tracks open interest for opening and closing trades. 

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Stable and consistent values

Expiration gets closer every single day. That means the same security has different properties over time. 

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Using the millions of options datapoints available, we interpolate a consistent delta, time, and percentage value.

 

Spread Indicators track a constant maturity so you can identify what's really moving.​

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Spread IndicatorsTM

FALC

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Skew

COND

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Volatility

GULL

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Protection

RAVN

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Term Structure

OWL

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Rates

HRON

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Cross Term Skew

Spread Indicatos

Go ahead, take a look around.

The first one's on us. 

Up to date Spread Indicators, Volume Profiles, and LIQ Index values for AAPL

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Execution Management

Bespoke Strategies

For investment advisory clients, Harvested Financial designs and executes strategies based on our data products. Using the spread indices as a baseline, we implement an investment program tailored to individual objectives. 

Digital Ten

Harvested Financial developed a market cap weighted index of the top tokens listed in the United States. Partnering with leading service providers OnRamp and Gemini Trust Company, we offer a fully collateralized custody solution for token ownership. 

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