SIGMA STRADDLE · US OPTIONS · ATM STRADDLE

Buy or sell an ATM straddle?

Discover SIGMA Straddle, an advanced, innovative price-forecasting engine for the U.S. options market—one of the world's largest and most liquid.

Explore short-term ATM straddle price estimates for SPX, QQQ, IWM and GLD. More assets may be added based on user demand.

Try SIGMA free for 60 daysYour free trial starts on registration. No credit card is required. Paid access may follow; pricing will be shown in advance and you will not be charged automatically.

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Keep a personal journal to review options trades. Separate virtual-trade labeling is planned; simulated trades are not market executions.

How SIGMA works · What is an ATM straddle?

⚠ Options trading requires knowledge, experience and skill, and is not suitable for everyone. Significant losses are possible. SIGMA forecasts are estimates, not guarantees or personalized investment advice. Option sellers should assess their own protection against unexpected price movements.

SIGMA forecasts volatility — not market direction

SIGMA does not predict whether the market will rise or fall. It estimates short-term at-the-money (ATM) straddle prices using historical underlying-market data, volatility patterns and relevant volatility indices.

Quantitative forecasting and calibration methods provide a reference for comparing an estimated straddle price with the price offered by the market — whether the underlying moves up or down.

Read how SIGMA works
SIGMA · Pilot version

A clearer view of the opening session.

Explore opening-session forecasts for at-the-money option straddles and keep a private record of your trades. SIGMA is being prepared for a limited pilot.

Forecasts are estimates, not guarantees of prices or returns, and are not personalized investment advice.

Past success is absolutely no guarantee of future success.

When selling options, each person must protect themselves as they see fit. The engine cannot predict any market movement with certainty.

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How SIGMA works

Choose an underlying and forecast horizon. The service uses the listed strike closest to the spot price, then displays the forecast when the private calculation service is available.

  1. XSP, QQQ, IWM or GOLD.
  2. Every horizon counts U.S. trading sessions, not calendar days.
  3. Forecasts are intended for the start of a trading session. The forecast feature is not yet active in this pilot.

What do the horizons mean?

The clock starts at the U.S. market open. Endpoints refer to the close of the specified trading session. Weekends and market holidays are not counted.

0.5
Market open to market close on the same trading day.
1.5
Market open to the close of the next trading day.
2.5
Market open to the close two trading days later (GOLD only).
3.5
Market open to the close three trading days later (XSP, QQQ and IWM).

Markets and available horizons

XSP · QQQ · IWM — 0.5, 1.5, 3.5
GOLD (GLD) — 0.5, 1.5, 2.5

Your trades, in one private place

Log a buy or sell, the number of straddles, entry and exit prices, and fees. Track realized profit and loss without sharing your private trading history with other users.

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Only your personal journal is available in this pilot. Forecasts will be enabled after independent verification.

Contact us

Questions about SIGMA or the pilot? Send a message to the SIGMA team.