Market Maker Risk Engine
Volatility Surface Normalization

Overview

MMR Terminal is a deterministic option pricing engine designed to map discrete market risk into a consistent implied volatility regime.

This is not a standard Black-Scholes wrapper.

It is built on a proprietary framework:

NCP40 / RSEDAO

The system reconstructs volatility structure under real market constraints, preserving forward consistency and surface alignment.

What it does

  • Estimates risk-adjusted option prices (European style)
  • Internally derives Implied Volatility structure
  • Normalizes volatility surface under market constraints
  • Detects mispricing and structural inefficiencies

Key Idea

Market prices are not always consistent.

MMR Terminal forces consistency.

It adjusts:

  • Call-Put parity deviations
  • Strike-based distortions
  • Funding-driven dislocations

to produce a structurally valid volatility surface.

Interface Preview


System Requirements

  • Windows 10 or above
  • 64-bit system

Installation

  1. Download the ZIP file
  2. Extract to Desktop
  3. Open folder
  4. Run the .exe file

If Windows Defender blocks it

This is common for unsigned executables.

  • Click More Info
  • Click Run Anyway

Important

This is not a plug-and-play retail tool.

Proper usage requires:

  • Understanding of volatility
  • Knowledge of option structure
  • Familiarity with pricing behavior

Training is recommended.

Download

👉 Download MMR Terminal


Web Access

If you prefer not to install the application, you can access the MMR Terminal directly via the web interface:

👉 Open MMR Terminal Web

Both versions provide the same core engine. The desktop version offers a more controlled execution environment, while the web version allows quick access without installation.

Framework

This tool is based on:

NCP40 → GammaGrid Option Engine

A structured approach to modeling:

  • Market maker risk
  • Volatility normalization
  • Surface consistency

Developed by

Anupam Dutta
GammaGrid Systems

Trade less.
Observe structure.
Execute when pricing is wrong.