Options backtesting you buy once
Build multi-leg strategies and sweep the whole grid over years of 1-minute options data on your own machine. Fills give up part of the spread, positions are charged margin, and the only recurring cost is data billed to your own account.
Cost over three years
Pay for data in the months you research
The licence is bought once and wholesale data is cancel-anytime, so a year with four research months costs four months of data. A platform subscription bills through the quiet months anyway.
| What you pay | Year one | Three years |
|---|---|---|
| VolatlasLicence once, plus four research months on ThetaData | $209 | $529 |
| VolatlasLicence once, plus a year of 1-minute SPX weeklies on Databento | $320 | $862 |
| Option OmegaBacktesting tier, billed annually | $600 | $1,800 |
| WhispertradesOne backtest over full history, at the 75-position cap | $38 | per backtest |
Volatlas rows are the $49 licence plus data billed to your own account, either four months of ThetaData’s $40 cancel-anytime tier or a year of 1-minute SPXW quotes on Databento at about $271 including contract definitions, metered, so it moves with what you pull. Whispertrades charges $0.50 per position against a cap of 75 positions per backtest, over its full 2016-to-present history, and prorates shorter windows. Competitor rates are their cheapest published billing option, shown as of August 2026.
The app
Built for mechanical index-option strategies
Multi-leg strategies
Legs, entry rules, exit rules and sizing are all editable. Pick strikes by delta or by offset, enter on a schedule, exit on a profit target, a stop, a time or a DTE.
Fills that cross the spread
Entries and exits price halfway between the mid and the side you are crossing to, and every contract pays commission. Mid-price fills are where a backtest and a broker statement part company.
Sweeps that show the plateau
Put an axis on any rule and run up to 10,000 cells in parallel. A flat region of the grid survives the next year; the single best cell in it usually does not.
Margin the way a broker charges it
Every position is charged what would be held against it, Reg T uncovered rules included. An entry the account cannot carry is skipped and counted, so CAGR and drawdown stay returns on an account.
Any underlying your data covers
No approved ticker list. SPX, SPY, XSP, NDX or a single name all load the same way, because the chain comes from your own vendor.
Greeks computed in the app
Black-Scholes greeks and an IV solver run off each quote's own mid, so delta-based strike selection works on any chain you load.
History cached on your disk
Everything you download is kept as Parquet on your own machine. A year of 1-minute SPX is about 184MB and replays at roughly 110M quotes per second.
Everything exports
Trade log, equity curve, summary stats and the sweep grid all come out as CSV, with each leg in its own columns.
Your data
Wholesale data, billed to you, cached on your disk
ThetaData
Widest historyFor the broad multi-underlying pulls, from $40 a month, cancel-anytime, with history reaching twelve years back. The subscription stays in your name and your login never reaches us. Code VOLATLAS20 takes 20% off the first month.
Databento
SimplestPaste a key once and pull metered history billed to your own account. Nothing to run and nothing to keep running. A year of 1-minute SPX weekly quotes at about $265, with $125 of credit on a new account.
Both paths fill the same local cache. Load a window twice and the second load downloads nothing, extend it forward and only the new days are fetched.
Founder edition
$49
$99
once, for the app. It goes to $99, and your licence stays yours.
- Perpetual licence, no monthly platform fee
- Lifetime updates included
- Unlimited backtests and parameter sweeps
- Every underlying your data vendor sells
- Move your seat between machines from inside the app
- CSV export of everything the engine produces
Common questions
Before you buy
- What data do I need?
- A Databento key or a ThetaData subscription. The quickest start is a Databento key, which you paste once and nothing else runs. ThetaData covers the wider history and works the other way round, you run the vendor's own Terminal and Volatlas reads it over localhost. Either way your credentials stay on your machine and the market data never passes through us.
- What does the data cost?
- On Databento a year of 1-minute SPX weekly quotes runs about $265, plus about $8 of contract definitions, metered and billed to your own account. The monthlies are about half that, and new accounts start with $125 of credit. ThetaData starts at $40 a month for four years of history and is cancel-anytime, so the bill stops when the research stops. Price your own window with the data cost calculator.
- Which underlyings can I test?
- Whatever your vendor sells. Volatlas keeps no approved list, so XSP, NDX and single names work exactly the way SPX does, and the only limit is what you choose to pull.
- How are fills and costs modelled?
- A fill lands halfway between the mid and the side you are crossing to, and every contract is charged commission. Open positions are charged Reg T margin, and an entry the account cannot carry is skipped and reported rather than filled for free.
- Does it place trades?
- No. Volatlas is the research half of the workflow, so you build, test and sweep here and trade wherever you already trade.
- How does it compare with the subscription platforms?
- Volatlas is $49 once, fills cross part of the spread, and the underlying is whatever your data vendor sells. Option Omega rents the same job at $49.99 a month billed annually, prices fills at the mid unless you add slippage, and works over a fixed ticker list. What the platforms carry that Volatlas does not is live automation and market data you never have to buy. Row by row against Option Omega and Whispertrades and Option Alpha.
- Does it keep working when my data subscription lapses?
- Yes. History you have already downloaded is cached on your disk and replays with no vendor involved. Cancelling your data subscription costs you new history, not the research you have already done.
- What do I get for the price?
- A perpetual licence at the founder price of $49, lifetime updates included, and a seat you can release and move to another computer from inside the app. The licence stays yours at that price when it goes to $99.
- What does it run on?
- macOS and Windows, and one licence covers both. The Mac build is signed and notarized, universal for Apple Silicon and Intel. On Windows it needs 10 or 11.