Options Backtest Realism Checker
Score a candidate options backtest setup before you trust the result. The page starts with sample data and can pull real chain, quote, and trade evidence when you add an API key.
Hybrid data mode
Leave this empty for public sample data. Add a key to request live or historical data in this browser session.
Realism grade
A / 100
Composite quote, trade, spread, and liquidity score.
Modeled fill drag
$52.50
Ten-contract drag versus midpoint assumption.
Spread width
3.7%
8.05 bid / 8.35 ask.
Contract
500
O:SPY260515C00500000
Realism checks
Listed contract
passContract identity is explicit and can be queried directly.
Quote evidence
pass8 quote observations available around the modeled window.
Trade evidence
pass6 prints available for cross-checking liquidity.
Spread quality
passSpread is 3.7% of midpoint.
Last-price risk
passLast price is 0.2% away from midpoint.
Liquidity score
passComposite liquidity score is 82/100.
Quote vs Trade Timeline
Bid, ask, midpoint, and prints show why last price alone is fragile.
Related tools and docs
Backtest Realism Checker
Score contract, quote, trade, and spread assumptions before trusting a backtest.
Options Slippage Calculator
Translate bid/ask assumptions into dollar drag and breakeven movement.
Options Liquidity Scanner
Rank contracts by spread, volume, open interest, IV, and quote context.
Put/Call Ratio Dashboard
Track the current market put/call ratio beside weekly history across the last few years.
Options Chain Visualizer
Inspect heatmaps, IV smile, spread by strike, and volume versus open interest.
Options data API
See the full API surface behind these tools.
Historical options data API
Use contracts, quotes, trades, and aggregates for research workflows.
Options backtesting API
Plan historical contract and quote-aware fill sequences.