Kaxse
For options traders

Theta decay panic
is a pattern, not a personality.

Selling premium when IV is wrong. Holding a 0DTE past your stop "to see what happens." Kaxse names the failure mode by name and gates the next entry.

The actual problems

The three things options traders keep losing money on.

Not strategy. Not tools. Behaviour — same patterns, repeated.

01

Selling premium during high IV regimes.

You said no theta selling when VIX > 25. Then the calendar said it would be fine. Kaxse blacklisted-instrument rule applies to expiration windows + IV thresholds — surfaces the violation in the warm-up before you place the trade.

02

Holding 0DTE past stop for "lottery ticket" reasons.

The contract is at $0.05. "It's practically free." Then it expires worthless and your max-loss-per-trade rule gets crushed. Kaxse's rule fires immediately; the AI coach calls it sunk cost by name.

03

Adding to losers in a complex spread.

The leg moved against you. You roll it. Now the position is 3x bigger and 2x as confusing. Kaxse's max-position-size tracks the underlying delta, not just the contract count — surfaces the real exposure.

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