Next Gen Vol
Build a multi-leg options structure and see its expected PnL and payoff curve in seconds. Free, no signup — and it works inside the LLMs you already use.
Built for Quants
Keyboard-first interfaces. Inline validation. No modals, no wizards — just the data and the math. Tools designed for people who think in Greeks.
LLM-Integrated
Built on Model Context Protocol. Use NGV tools inside Claude, ChatGPT, or Cursor. Your AI assistant runs the calculations and renders interactive PnL charts right inside the chat.
More Coming
Expected PnL is live now. Vol surface visualization, IV term structure analysis, and scenario comparison tools are on the roadmap.
Use it from your AI assistant
Already use Claude, ChatGPT, or Cursor? Add the NGV MCP server and run the pricer from inside your chat.
claude mcp add --transport http nextgenvol https://www.nextgenvol.com/mcp