Product
FerroSpread
FerroSpread constructs, ranks, and explains option-spread candidates with leg-level accounting, scenario decomposition, and pricing inputs from the Ferro engine stack.
FerroSpread is where option legs become ranked, explainable structures. It combines construction constraints, pricing inputs, scenario decomposition, and leg-level accounting into the analytics boundary behind Spread Foundry and MeridianScope.
Why it matters
Spread discovery is only useful when candidates are explainable. FerroSpread keeps construction rules, eligibility checks, ranking inputs, and scenario outcomes separated so a trader or analyst can see why a structure appeared and what assumptions drive it.
What it covers
- Defined-risk spread construction from enriched chain data.
- Candidate summaries and ranking inputs.
- Probability, expected-value, and stress analytics.
- Saved-spread health and scenario decomposition.