Advanced Options Trading Scanner & Volatility Engine
Scan watchlists for mispriced calendar spreads, rank volatility setups by Forward Factor, analyse trade metrics with real-time P/L payoff curves, and stream live option quotes via Tastytrade API.
TastyFwdFactor EngineExplore the PySide6 Desktop UI
Designed for maximum contrast, zero-latency streaming, and rapid volatility analysis.
Live Scanner Table & Forward Factor Ranking
Displays watchlist setup results sorted by Fwd Factor. Real-time quotes flash green/red on price changes, highlighting Front IV, Back IV, Forward IV, debit to open, and earnings dates.
- DXLink streaming option quote updates
- Automatic Black-Scholes IV calculation (Mid / Spread)
- One-click trade selection for instant P/L analysis
Options & Trade Payoff Analysis
Analyse specific trade setups by inspecting individual options chains, real-time bid/ask spreads, and expiration payoff metrics with dynamic leg fill adjustments.
- Front & back expiration option quotes and strikes
- Real-time implied volatility term structure analysis
- Net debit calculation with customizable fill inputs
Scan Settings & Fundamental Filters
Configure watchlist CSVs (supports 5,000+ CBOE symbols), target front/back DTEs, IV calculation methods (Midpoint vs Bid/Ask Spread fill cost), and automatically exclude upcoming earnings or ex-dividend dates.
- Target Front DTE & Back DTE with optional flex tolerance
- yfinance market cap & earnings date cache system
- Midpoint or Bid/Ask Spread IV calculation mode selection
Engineered For Options Traders
Built for Speed, Volatility Edge, and Real-Time Market Insight
TastyFwdFactor bridges the gap between Python quantitative analytics and high-speed PySide6 desktop performance.
Calendar Spread Scanner
Scan watchlists of over 5,000 CBOE tickers to instantly surface calendar spread setups. Custom front and back target DTEs with configurable flex ranges.
Forward Factor Volatility Engine
Calculate true implied forward volatility between expirations. Ranks results by Fwd Factor (Front IV - Fwd IV) / Fwd IV to isolate front-leg volatility elevation.
Tastytrade DXLink Integration
Direct OAuth streaming via Tastytrade production API and DXLink WebSockets. Flashes real-time bid/ask quote updates with zero latency.
Trade Analysis & Payoff Charts
Analyse individual calendar spreads with actual net debit fills. Features an interactive P/L curve at front-leg expiration with dynamic back-leg IV slider adjustments.
Live Position Tracker
Track active calendar spread positions with live streaming P/L. Automatically saves positions locally and restores state seamlessly on app launch.
Smart Filters & Keyring Security
Filter out earnings events (via yfinance cache), minimum market cap, or stock price. Credentials securely encrypted using OS Keyring (GNOME Keyring / KWallet / macOS Keychain).
High-Performance Desktop App Architecture
TastyFwdFactor is engineered in Python 3.9+ using PySide6 (Qt) to deliver modern desktop UI performance alongside financial quantitative algorithms.
Forward Vol Engine
Solves Black-Scholes implied volatility per leg and derives the implied forward volatility between expirations to quantify volatility mispricing.
OAuth Token Auth
Authenticates directly with Tastytrade API using OAuth Client Secrets and Refresh Tokens with read-only scope. Zero username/password storage.
yfinance Cache
Caches earnings dates, market caps, and dividend schedules locally in ticker_info.json with configurable TTL refresh windows.
Linux, Win, macOS
Runs natively across OS platforms. Includes Inter font rendering and fallback support for headless Linux / XCB environments.
Developer Onboarding
Quick Start & Installation
Get TastyFwdFactor up and running locally in less than 2 minutes.
Clone Repository & Create Virtual Environment
Install Python Dependencies
sudo apt install libgl1 libxkbcommon-x11-0 libegl1 fonts-inter