Analyze the markets. Model the options.
LongLeap is a focused workspace for analyzing portfolio performance, exploring historical option statistics, and modeling option strategies — right in your browser.
Portfolio Comparison
Compare portfolio performance against the S&P 500 — Sharpe, beta, alpha, drawdowns, and historical returns, side by side.
Open toolMonthly Option Analyzer
Explore the historical distribution of monthly option outcomes for any symbol — max gain and loss ranges with percentile statistics.
Open toolOption Strategy Profiler
Model 3D P/L surfaces, Greeks, and implied-volatility skew for any multi-leg American or European strategy.
Open toolTheoretical option pricing · portfolio & risk analytics · historical market data — your data stays in your browser until you sign in.