About

MarketMispricing is a market intelligence tool that detects when options are priced incorrectly — when the market price diverges from what the option should actually be worth.

Every day, thousands of options are mispriced. Volatility gets overestimated. Regime shifts go undetected. Liquidity distorts premiums. Most traders never see it. We built a system that does.

How it works

Our engine scans the full SPY 0DTE options chain in real time — every 10 seconds during market hours. It calibrates a volatility surface, estimates the current market regime, and computes fair value for every strike. When a price deviates beyond our threshold, we flag it as a mispricing with a confidence score and a plain-English explanation.

Why we built this

Options pricing is complex. The information asymmetry between institutional desks and individual traders is real. We believe everyone should have access to the same analytical edge — the ability to see when something is priced wrong and understand why.

What we are not

We are not a trading platform. We do not execute trades. We do not manage money. We do not provide financial advice. We are an intelligence layer — we show you what the data says, and you decide what to do with it.