I work at a company that’s been building OptionsPro, an options trade journal focused specifically on multi-leg strategies.
We started working on this because most trade journals treat options as stock trades, adding extra fields. That works until you’re trading verticals, iron condors, calendars, or rolling positions. Broker APIs expose executions, not strategies, so reconstructing spreads and calculating meaningful P&L quickly becomes messy.
OptionsPro focuses on:
- Reconstructing multi-leg strategies from raw executions
- Showing realized vs. unrealized P&L clearly
- Surfacing Greeks and exposure in one place
- Keeping the interface simple enough for non-institutional traders
It’s still early and intentionally focused on correctness over polish. I’d really value feedback from anyone who has worked with brokerage APIs or financial data modeling, especially around:
- Strategy grouping logic
- Expiration and assignment handling
- Edge cases that tend to break P&L accounting
Happy to answer questions or go deeper on the architecture.
ftmedia•1h ago
We started working on this because most trade journals treat options as stock trades, adding extra fields. That works until you’re trading verticals, iron condors, calendars, or rolling positions. Broker APIs expose executions, not strategies, so reconstructing spreads and calculating meaningful P&L quickly becomes messy.
OptionsPro focuses on: - Reconstructing multi-leg strategies from raw executions - Showing realized vs. unrealized P&L clearly - Surfacing Greeks and exposure in one place - Keeping the interface simple enough for non-institutional traders
It’s still early and intentionally focused on correctness over polish. I’d really value feedback from anyone who has worked with brokerage APIs or financial data modeling, especially around: - Strategy grouping logic - Expiration and assignment handling - Edge cases that tend to break P&L accounting
Happy to answer questions or go deeper on the architecture.