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LEAPS Mispricing Detector

Find where time works FOR you in long-dated options. We classify company growth profiles, overlay proprietary convergence data, and surface contracts where the market underprices structural dynamics.

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1
Classify the Company
Is this a structural compounder where time helps? Or a cyclical name where time works against you? We run 6 fundamental rules to find out.
2
Overlay Convergence Data
Congressional trades, 13F filings, lobbying spend, options flow — 34 independent data sources that the options market doesn't price in.
3
Find the Gap
Compare the market's probability (from options math) to our structural estimate. The wider the gap, the bigger the potential mispricing.
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Unlock All Tickers + Deep Analysis

See the full ranked universe of 45+ tickers with composite scores, probability curves, price distributions, specific contracts with strike-level scoring, and the classification rationale. Updated daily before market open.

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Edge Score
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Convergence
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Momentum Quality
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Fund Flow
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Structural Uplift
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Edge vs Time Horizon
Does the edge grow with time? Structural growers should show a widening gap at longer horizons.
Market's view
Our structural estimate
Price Distribution
Where the market thinks the stock will be vs where our data suggests.
Market distribution
Structural estimate
The structural estimate uses the same volatility as the market but adjusts the expected growth rate based on our classification and convergence data. This is not a prediction — it quantifies how much structural dynamics shift probabilities.

Why This Classification

Top ContractHighest composite-weighted edge

All Contracts

Deep in-the-money — you're buying time and participation, with the least risk. Best for high-conviction, lower-volatility positions.
ExpiryDaysStrikeCost/ContractIVOI MarketOursEdgeEV/ContractScore

Expression Optimizer

Input your conviction and capital to get a specific position strategy.

1 — Low710 — Max
Investment Playbooks — deep thesis analysis behind each ticker's structural edge → Options Flow Tracker — see what smart money is positioning for →
How We Calculate This Technical methodology ▼

Data Sources

Options chains via Yahoo Finance (delayed). Company fundamentals from quarterly SEC filings. Convergence data from our proprietary 36-source pipeline. Institutional holdings from SEC 13F filings (quarterly).

Market Probability (PQ)

For each LEAPS contract, we compute P_Q(profit) = N(d2) using the breakeven price as the target, implied volatility from the chain, and the current risk-free rate. This is purely the market's math — no opinion injected.

Growth Profile Classification

Structural Growth: Pass 4+ of 6 rules: revenue CAGR 15%+, gross margin 40%+, operating margin 10%+, FCF 5%+, capex/rev under 12%, net debt/EBITDA under 2.5x. Time is your strongest asset here.

Event-Driven: At least 1 catalyst (guidance step-up, backlog growth 25%+, policy exposure) plus 2+ fundamental sanity checks. Edge depends on catalyst timing.

Cyclical: High revenue volatility, declining margins, or commodity-exposed sectors. Time can work against you — shorter horizons preferred.

Structural Probability (P*)

P* = P_Q + growth_uplift(horizon) + convergence_uplift, capped at +4.5 percentage points total. Structural growers get more uplift at longer horizons (+1pp at 12mo, +3pp at 24mo). Convergence uplift scales with source count and independence.

Edge Score (0-10)

Sigmoid-scaled from the probability gap, with penalties for poor liquidity (low open interest, wide bid-ask spreads) and low classification confidence.

Momentum Quality Score

Composite of five fundamental components: revenue acceleration, margin expansion, cash flow inflection, convergence velocity, and stability. Each component is weighted by its predictive importance for the growth profile. Measures whether structural dynamics are accelerating or decelerating.