Options Profit Calculator vs QuantRocket comparison

Unique

• Strategy calculators for basic, spread, and advanced option structures, including multi-leg setups (2–8 legs).
• ROI tables show profit/loss across both price and time, with line charts that can include stock performance comparisons.
• Option Finder scans liquid contracts and suggests optimal calls, puts, or spreads by target price/date, using implied volatility derived from mid/last prices.
• Pricing based on Black–Scholes, with IV computed from option and underlying prices. Quotes delayed ~15–30 minutes; daily estimates use market-open snapshots.
• Probability of Profit (PoP) uses a normative distribution based on 30-day IV rather than delta.
• Support for Canadian markets via the Montréal Exchange (append “.to” to tickers).

Unique

• Includes survivorship-bias-free US minute-bar data (from 2007 onward) for Zipline backtests and live trading, with optional real-time feeds from brokers like IBKR and Alpaca.
• Supports point-in-time screening and ranking pipelines, and integrates with Alphalens and Pyfolio for in-notebook analysis inside Jupyter.
• Global coverage through Interactive Brokers’ historical and real-time data across 60+ exchanges, plus optional feeds like EDI global EOD, Sharadar fundamentals, and Brain sentiment datasets.
• Deep IBKR integration enabling advanced order types such as algorithmic, parent-child, and bracket orders, as well as combos/spreads, margin 'what-if' checks, option greeks, and auction imbalance data.
• Streams tick-level data into TimescaleDB with WebSocket access, and allows flexible bar aggregation.
• REST API ('Houston') with Python client and CLI tools; endpoints return CSV or JSON for easy downstream use.