multi-leg options analytics

Multi-leg options analytics without spreadsheet glue.

Multi-leg analytics are not just the sum of single-contract analytics. The structure, ratios, constraints, and explanation need to travel together.

Problem

Why this is an engine problem, not a UI filter

Single-leg analytics do not answer whether the combined structure is coherent.

Multi-leg payoff and sensitivity views become inconsistent when assembled in separate layers.

Products need one candidate object that carries structure, pricing, ranking, and explanation.

Workflow

FerroSpread represents each candidate as a typed multi-leg structure with enough context for downstream analytics.

FerroRisk supplies the pricing and surface path so spread-level analytics stay aligned with contract-level analytics.

The ranked output can feed dashboards, decision desks, research pipelines, and advisor-grade applications.

Fit

✓

Built behind Spread Foundry and MeridianScope.

✓

Supports standard and custom spread structures.

✓

Designed for auditable candidate lineage.

Questions

Yes. Leg pricing is necessary, but spread analytics also needs structure constraints, payoff, combined sensitivities, ranking, and explanation.

Yes. FerroSpread is positioned as a reusable engine component below multiple MorphIQ Labs applications.