24 years of options data.
One natural-language query.
BackEdge.ai exposes the deepest U.S. historical options database through MCP — so your AI assistant can query chains, screen contracts, run backtests with auto-generated PDF reports and CSV trade logs, and browse a library of tens of thousands of pre-scanned profitable trades, all without writing a single line of code.
Full Options Chains
End-of-day options data for every U.S. equity with listed options — bid, ask, volume, open interest, and all Greeks.
Contract Screening
Filter by volume, delta, IV, moneyness, expiration range, and more. Find the exact contracts you need in seconds.
Full Greeks Suite
Black-Scholes-Merton Greeks via Wilmott methodology — delta, gamma, theta, vega, rho on every contract.
Stock History
Underlying price history for every symbol in the database. OHLCV data going back to the start of the options record.
Implied Volatility
IV surfaces, term structure, and historical IV summaries. See how volatility evolved across strikes and expirations.
Strategy Backtests
Test 16 systematic strategies against decades of real data — iron condors, verticals, strangles, straddles, covered calls, collars, and more.
Pre-Scanned Trade Library
Browse 30,000+ winning trades harvested from 1,500+ batch backtests across 200+ tickers. Fork any setup into your own account in one click and re-run with your own parameters.
PDF Reports & CSV Exports
Every backtest auto-generates a branded PDF (cover page, equity curve, drawdown, monthly returns, full trade table) plus a CSV trade log. Large query results are also gzipped and emailed for offline analysis.
Portfolios & Analysis
Group backtests into portfolios with custom weights, save results to your personal archive, and get LLM-generated commentary with one-click rerun recommendations.
Start querying today
Jump straight into the data — no sign-up needed to explore.