options strategy builder API
Options strategy builder API for production systems.
FerroSpread gives application teams a typed construction layer for option strategies instead of a pile of ad hoc chain filters.
Problem
Why this is an engine problem, not a UI filter
Strategy builders often start as UI filters and become difficult to reuse in backtests, research jobs, and production applications.
Custom legs and ratios are easy to express informally but hard to validate consistently.
A production API needs typed outputs that downstream ranking and explanation systems can trust.
Workflow
How FerroSpread handles it
Declare the family
Call sites express the strategy family and constraints explicitly rather than relying on implicit UI state.
Build over typed inputs
The engine constructs candidates from chain snapshots with known expiration, strike, quote, and contract metadata.
Pass to ranking
Constructed candidates can move directly into scoring, explanation, or product-specific filtering.
Fit
What makes this FerroSpread-shaped
Public taxonomy includes verticals, butterflies, condors, calendars, diagonals, and custom multi-leg combinations.
Works as an engine component behind Spread Foundry and MeridianScope.
Keeps construction separate from investment-advice claims.
Questions
Common concerns
Is FerroSpread only for UI builders?
No. It is an engine component intended to be reused by product, research, and analytics surfaces.
Does the API price spreads itself?
FerroSpread uses FerroRisk for pricing and risk analytics so the pricing path stays shared across the portfolio.
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