A backtester for your ThetaData subscription
ThetaData sells the chain. Volatlas is what you point it at, a desktop backtester for multi-leg options strategies that reads your Local Terminal, caches what it pulls, and keeps working after the month lapses. $49 once.
How it connects
From subscription to sweep
Point it at the Terminal
ThetaData's Local Terminal serves your subscription on localhost. Volatlas reads from it directly, so the key and the data never leave your machine.
Pull the roots you want
Choose the root, the window and the expiries, and the chain lands on disk as Parquet. Pulls resume where they stopped rather than starting over.
Build the strategy
Editable legs, entry and exit rules, sizing. Strikes pick by delta or by offset, exits fire on profit target, stop, time of day or DTE.
Sweep it
Any rule becomes an axis. A grid of up to 10,000 cells runs in parallel over the cached chain, and the whole grid exports as CSV.
The burst
One month buys years of history
ThetaData bills by the month and cancels any time, so a research window costs whatever you leave the subscription open. Open a month, pull the roots and years you want into the local cache, and the files keep answering questions after the subscription closes. Volatlas is built for that shape, the chain is stored as Parquet on your disk and every backtest and sweep runs against the copy you hold.
The volume you can pull inside a month depends on the Terminal and the rate limits on your tier, so plan the roots before you open it. Prices and history depths shown as of August 2026.
Common questions
Running Volatlas on ThetaData
- Which ThetaData tier do I need?
- The option quote endpoint Volatlas reads is served on Value, Standard and Pro, so the $40 tier reaches the whole quote path. The tier sets how far back you can go, four years of 1-minute history on Value, eight on Standard and twelve on Pro.
- What happens when I cancel?
- Everything you pulled stays on your disk as Parquet and keeps replaying. A lapsed subscription costs you new history, not the history you already have, which is why pulling into a local cache is worth doing while the month is open.
- Do you resell ThetaData or bundle it?
- No. You hold the subscription and the billing relationship, and Volatlas reads it through your own Terminal. The licence and the data are separate purchases.
- Can I use Databento instead?
- Yes. Volatlas reads either, and the two bill differently, ThetaData monthly and Databento by the session you request. The calculator on the data cost page prices a window on both.
- What does it charge for a fill?
- Entries and exits price halfway between the mid and the side you are crossing to, every contract pays commission, and open positions are charged Reg T margin with uncovered rules included. An entry the account cannot carry is skipped and counted rather than filled.
- Which platforms does it run on?
- macOS on Apple Silicon and Intel, and 64-bit Windows. The engine runs locally, so a sweep uses your own cores rather than a queue you share.
Buy the licence once
$49 at the founder price, rising to $99, with lifetime updates and a thirty day refund. The ThetaData subscription is billed by ThetaData to you, and stays yours to cancel whenever the research stops. Code VOLATLAS20 takes 20% off its first month.