OpenPort The open-source options simulator.

From evaluation plan to protected spread Simulated prices

Start the terminal

docker run --rm -p 127.0.0.1:8080:8080 -v openport:/var/lib/openport ghcr.io/armanruzgar/openport

With Docker installed, this starts Cboe’s free 15-minute delayed feed for SPX, SPY, QQQ, IWM and DIA. No key needed. Open the link it prints, http://localhost:8080/#token=…. The volume keeps your accounts and chart history between runs. When nothing is trading, choose the demo market’s simulated prices.

Next: your first ten minutes ↗

Trade like an evaluation

Practise prop-style evaluations on real option chains. Orders fill against displayed quotes.

rules

daily loss · static or trailing floor · consistency · minimum days and trades

custom plans

flat times · news · holding · instruments · opening hours

evaluations

one or two steps · simulated funded payouts and scaling · costs recorded separately

orders

trailing stop · stop-limit · OCO/OTO · brackets on partial remainders · conditions on another symbol, a study or the time

flatten

spreads close as one order · limit flatten overnight and in curb

accounts

cash · IRA · margin · fill models · itemized fees

On the default delayed feed, a pass is practice, not proof: a real-time chart shows where the market went next. Funded plans stay hidden in the terminal unless already funded or explicitly enabled; OpenPort funds no one.

Analytics you can audit

OpenPort computes its own implied volatility and Greeks, fits SVI surfaces, and shows gamma and vanna exposure. The forward and discount factor come from put-call parity; the provider’s IV stays alongside for comparison.

iv solve

about 0.4 µs · 5.4 Newton iterations per option

spx pass

about 40 ms · 30,182 options, 63 expiries

Δ vs Cboe, SPX

0.012 vol points

Δ vs Cboe, QQQ

0.030 vol points

Δ vs Cboe, SPY

0.028 vol points

Medians on an Apple M2 Max on 2026-09-24: the IV solve from openport_bench, the SPX pass over 23 passes on live data. Differences are against Cboe’s published IVs during the session, on out-of-the-money options within 10% of the forward. SVI fits run separately, on demand in the API.

Exposure assumes dealers are long calls and short puts: a modelling convention, not knowledge of anyone’s positions.

Practise, replay and compare

Replay recorded or simulated sessions across several days, then compare playbooks on one account.

replay

pause · step · verify saved runs

stress

quote stalls · gaps · halts

playbooks

backtests on one account · compared with live paper forward tests

risk

held-book warnings · what-if adjustments · risk by date and volatility · beta weighting · probability cones

review

whole trades across rolls · export attempt and run identity

These are simulated results and model estimates, not predictions.

Your data stays yours

One C++20 binary runs the feed, analytics, simulator and web terminal. Self-host it with your own keys. Your data and trades stay on your machine unless you enable external notifications.

free

Cboe, 15-minute delayed

adapters

Databento · Massive · ThetaData · Tradier · tastytrade · Schwab · Alpaca · Interactive Brokers market data

The adapters follow their documented APIs and are tested against sample responses, but have not yet been run live with a key or account. The broker adapters read market data only; they never send orders.

From the chain to the whole book

Recorded views of the terminal, not a live feed. All trading and P&L are simulated.