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The Missing Edge in 0DTE Options

Trading Synth generates intraday price path forecasts helping 0DTE traders price options with a quantitative edge.

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Connecting probabilistic price paths directly to intraday options pricing

0DTE options traders are pricing contracts that expire within hours, yet most rely on Black-Scholes models built for longer time horizons. Very few have access to a real-time probabilistic model for the intraday price behaviour that drives 0DTE outcomes. Most positions are driven by gut feel on direction rather than rigorous intraday distribution analysis.

Pioneering 0DTE Options Intelligence

Synth bridges the gap between intraday price prediction and options pricing. Our synthetic price distributions directly inform the probability of strike resolution - giving you a model-driven view to set against market-implied probabilities.

Smart Treasury

Identify Mispriced Strikes

Monitor when Synth's model probability diverges significantly from market-implied strike pricing

Onchain Referals

Built for Intraday Expiries

Synth's 24h forecast window maps directly to same-day expiry contracts - granular enough to inform strike selection and position sizing throughout the trading day

Developer Incentive

Continuously Calibrated

Models are continuously updated and served to you via API or MCP

Synth API Supported Assets

BTC
ETH
SOL
XAU
SPY
NVDA
TSLA
APPL
GOOGL

Core metrics

$2.9m paid to data scientists
20-30% Improvement on GBM benchmark
Hundreds of AI models competing in real-time
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FAQ

How do you price 0DTE options more accurately?

Standard options pricing models like Black-Scholes were designed for longer-dated contracts and can misrepresent the probability of strike resolution on same-day expiries. Synth's intraday price path forecasts provide a model-derived probability distribution that maps directly to 0DTE strike outcomes, offering a more granular basis for pricing decisions.

What is the edge in 0DTE options trading?

Edge in 0DTE trading comes from accurately estimating the probability of an asset reaching a given strike before expiry - and identifying when market-implied probabilities diverge from model-derived ones. Synth generates continuous price distributions that give traders a quantitative reference point against which to assess current market pricing.

Can AI models improve 0DTE options strategy?

Yes. AI-generated price path forecasts can inform strike selection, position sizing, and timing decisions throughout the trading day. By providing a continuously updated probability distribution of intraday price outcomes, Synth gives 0DTE traders a systematic input that goes beyond technical analysis or directional bias.

What assets does Synth cover for 0DTE options trading?

Synth provides intraday price forecasts for crypto assets and equities, covering the most actively traded 0DTE markets. Forecasts are served via API, making them easy to integrate into existing options trading workflows or automated systems.