Options Strategist AI is an options trading assistant that translates market views into structured positions through strategy selection, volatility analysis, and trade management. The AI specializes in options mechanics — implied volatility, Greeks, and structure selection — not stock valuation or directional forecasts. Built on Jenova's unified platform, it combines models from OpenAI, Anthropic, Google, and more with search tools for IV rank, earnings dates, and options flow. Informational analysis only — not licensed financial advice.
Options Strategist maps a thesis — bullish, bearish, neutral, or volatility-driven — onto a strategy family using direction, expected magnitude, timeframe, conviction, IV environment, risk tolerance, capital, and event exposure. A high-conviction bullish view in low IV may map to long calls, call debit spreads, or a Poor Man's Covered Call; the same view in high IV may map to a bull put spread or cash-secured put. The AI specifies strike selection, expiration (DTE), max profit, max loss, and breakevens instead of stopping at a strategy name.
Covered structures include:
Options Strategist treats volatility as equal to direction. IV Rank, IV Percentile, historical volatility versus implied, term structure (contango vs. backwardation), and put/call skew decide whether premium is expensive or cheap. High IV Rank leans toward credit spreads, iron condors, and short strangles; low IV Rank leans toward debit spreads, long straddles, and calendars. VIX regime, VVIX, and pre-earnings IV crush change that bias — elevated front-month IV into an event is not the same environment as a crushed surface the day after.
Options Strategist completes every structure with net Delta, Gamma, Theta, Vega, and (for LEAPS) Rho, then sizes the trade. Defined-risk spreads can be sized to a max-loss budget; undefined-risk shorts are sized to a worst-case move, not to the credit received. Liquidity checks — bid-ask width, open interest, volume, and underlying type (SPY, QQQ, SPX versus mid-cap and small-cap names) — flag spreads wide enough to erase edge before the thesis has a chance to work.
Options Strategist treats entry as half the trade. Credit spreads and iron condors commonly target 50–75% of max profit before gamma risk into expiration outweighs remaining credit; long options may run if the thesis is intact; undefined-risk trouble is cut early. Rolling is treated as opening a new position — only for a credit or a small debit, never as a way to postpone a loss. A broken thesis exits regardless of P&L; an intact thesis that is underwater is adjusted only if the IV environment still favors the structure.
Options Strategist compares the implied move from current straddle pricing with historical earnings moves, then factors expected IV crush, Fed meetings, FDA-style binaries, product launches, and ex-dividend assignment risk on ITM calls. Unusual options activity, sweeps, and put/call extremes are surfaced as observations worth investigating, not as instructions to copy flow. The AI will not invent a directional earnings call; it will help structure a directional thesis or a volatility thesis once you have one.
| Traditional Approach | Options Strategist |
|---|---|
| Forgets defined-risk and DTE rules | Retains constraints, theses, open structures |
| One vendor for every analysis phase | Route models for vol vs. education |
| Manual IV rank and earnings lookups | Search-backed IV, flow, and calendars |
| Strategy pick without sizing or exits | Structure, size, Greeks, and management |
Unlimited Memory vs. Chatbot Amnesia
A generic chatbot that forgets you only sell defined-risk credit spreads at 45 DTE on liquid underlyings can propose a naked short strangle on a wide-spread small-cap — the exact concentrated, undefined exposure you already ruled out. Options Strategist retains sophistication level, defined-versus-undefined comfort, risk-per-trade budget, style lean (income, directional, volatility, event-driven), and the thesis on each structure under discussion. Losing that context mid-management is how a “just roll it” habit turns a small loser into a larger one and ties up buying power.
Multi-Model AI Access
Constructing a multi-leg iron butterfly with net Greeks is a different task from explaining theta decay to a beginner or synthesizing noisy IV Rank and unusual-activity snippets. ChatGPT locks that work to OpenAI; Claude locks it to Anthropic. Options Strategist can switch among OpenAI, Anthropic, Google, xAI, DeepSeek, Qwen, and more so vol-context synthesis, multi-leg construction, and plain-language primers are not forced through one vendor.
Intelligent Tool Integration for End-to-End Workflows
A ticker plus a thesis goes in; current IV Rank, implied move, earnings date, and unusual activity are searched; a structure comes out with strikes, expiration, net Greeks, max profit/loss, breakevens, sizing, and management rules. Google Calendar can hold earnings and expiration dates; PDF or Word files hold the trade plan; CSV supports a personal journal; Notion, Google Drive, or Dropbox can store a strategy library. That path is a production workflow, not a chat that ends at “maybe sell a put.”
Options mechanics without directional forecasts
Generic assistants often mix a valuation take with a call debit spread. Options Strategist describes what the options market is pricing — a straddle implying a given move, steep put skew, inverted term structure — and will not forecast the underlying. Once you have a thesis, the AI helps express it.
Traders who already have a view and need a vehicle
If you are bullish, bearish, or range-bound and want the structure that matches IV, timeframe, and risk tolerance, this agent selects the family, strikes, and expiration rather than arguing the stock call.
Shareholders seeking income or downside definition
Covered calls, cash-secured puts, and collars are sized with assignment risk, roll guidance, and IV context — including when selling premium into elevated IV is coherent and when it is not.
Event and earnings traders
Implied-versus-historical move, IV crush, and whether to use debit spreads, credit spreads, or long/short straddles are the core of this workflow. The AI will not invent a directional earnings bet for you.
Beginners who should stay in defined risk
Plain-English Greeks, defined-risk spreads first, and explicit warnings against buying cheap OTM premium, ignoring IV Rank, and holding long premium through earnings with no plan.
Advanced traders working the vol surface
Skew, term structure, VVIX, IV-versus-HV divergence, jade lizards, double diagonals, and ratio spreads — with calibration that stays advanced when your language already is.
Free For exploring Jenova:
Plus ($20/month) For individuals:
Premium ($50/month) For regular users:
Pro ($100/month) For power users:
Max ($200/month) For professionals:
Ultra ($500/month) For heavy professionals:
Enterprise ($1,000/month) For businesses:
All plans are billed monthly with no daily usage caps — your full quota is available immediately on each billing date.
Options Strategist is a specialized AI for equity options that helps you choose a structure, read the IV environment, size the risk, and plan exits once you already have a thesis. It covers individual stocks, ETFs such as SPY, QQQ, and IWM, and index options such as SPX and NDX. It will not value the underlying or tell you which way the stock will move.
Options Strategist is built for options mechanics, not general Q&A. It remembers your defined-risk rules, DTE preferences, risk-per-trade budget, and the thesis on each open structure — context a generic chatbot drops, which is how undefined-risk suggestions and duplicate sector exposure sneak in. It can route across OpenAI, Anthropic, Google, xAI, DeepSeek, Qwen, and more so vol-surface synthesis, multi-leg construction, and beginner primers are not stuck on one vendor. Search, calendar, and document tools turn a ticker and a view into a written structure with IV context, Greeks, sizing, and management rules.
Options Strategist uses Google Search (and Reddit when retail positioning is relevant) to pull IV Rank, earnings calendars, implied moves, unusual activity, and VIX context from sources such as Barchart, Market Chameleon, ORATS, CBOE, and Unusual Whales. Google Calendar can capture earnings dates and expirations; PDF, Word, and CSV files hold trade plans and journals; Notion, Google Drive, Dropbox, and Gmail support a strategy library or a shareable summary. YouTube search is available when a concept needs a video walkthrough. The AI cannot connect to a brokerage or place orders.
No. Options Strategist cannot execute trades, route orders, or link to a brokerage. It returns structure, levels, Greeks, and management rules; you enter the order with your own broker. Verify fills, margin, and live quotes on your platform before trading.
No. Directional forecasting and underlying valuation (P/E, DCF, technical price targets, macro calls) are out of scope. The AI will describe what the options market is pricing and help you express a thesis you already have. If you ask which way a ticker will go, it will state that boundary and wait for your view.
No. Output is informational analysis of options mechanics, not licensed financial advice. Consult a qualified financial professional before making investment decisions. No structure is guaranteed to profit, and every strategy has explicit tradeoffs.
Yes. Options Strategist infers experience from your language — or you can say you are learning — and stays on defined-risk structures, plain-English Greeks, and heavy explanation for beginners. It will not recommend naked shorts, short straddles, or other undefined-risk structures at that level. Intermediate and advanced users get IV context, management, and more complex multi-leg constructions without being talked down to.
Options Strategist compares the implied move (straddle price versus spot) with historical earnings moves, then frames IV crush, whether premium looks rich or cheap, and whether a directional thesis is better expressed with debit spreads (to limit crush damage) or credit spreads (to benefit from crush). Long or short straddles/strangles are considered when the play is volatility rather than direction. Holding long premium through earnings with no plan is treated as a pitfall, not a default.
No. There is no live options feed and no Black-Scholes engine running in the background. Time-sensitive figures — prices, IV Rank, Greeks, implied moves, VIX, earnings dates — are searched at response time and may be delayed. The AI cites sources and timestamps when it can, and you should verify quotes on your broker before sending an order.
No. Options Strategist cannot run scheduled scans, background monitors, or price/IV alerts (for example, “notify me when IV Rank crosses 80” or “scan high-IV names every morning”). Opportunity scans happen inside an active conversation: IV Rank extremes, IV-versus-HV divergence, term-structure anomalies, upcoming earnings, and unusual flow can be investigated on demand, then developed if you want to go further.
Yes. Options Strategist runs with full feature parity on web, iOS, and Android, so a structure discussion, IV check, or management plan can continue on your phone. iOS: https://apps.apple.com/app/jenova/id6747692301 — Android: https://play.google.com/store/apps/details?id=ai.jenova.app.prod
Primary focus is US equity options — stocks, major ETFs, and index options. Futures options, FX options, and crypto options follow the same mechanics with caveats around contract specs, market structure, and data availability. Expect less complete chain, IV Rank, and flow coverage outside listed US equity options.
Options Strategist is part of Jenova, the most powerful AI agent platform in the world. Jenova provides unified access to leading AI models from OpenAI, Anthropic, Google, xAI, DeepSeek, Qwen, and more — alongside intelligent tool integrations for end-to-end task completion. The platform features persistent cross-session memory, automated workflow orchestration, and full parity across web, iOS, and Android. Developed by Azeroth Inc., a New York-based technology company, Jenova serves users in over 70 countries.
For developers, the Jenova Agent API provides a fully-managed agent backend with built-in orchestration, multi-model routing, memory, storage, and MCP tool support — replacing the need to stitch together raw LLM APIs, vector databases, and custom tool servers.
Contact: [email protected]