The Trading Journal Built for Options Traders
Multi-leg trades grouped automatically. IV rank, DTE, delta, and structure tracked per position. Imports from tastytrade, thinkorswim, IBKR, Schwab, Webull, TradeStation, and E*TRADE.
Single-leg + spreads + iron condors + butterflies + calendars + diagonals. Defined and undefined risk both supported.
Generic journals show your iron condor as 4 separate trades.
Most journals built for stocks or futures show each option fill as a separate trade — your iron condor becomes 4 unrelated trade rows. You can't answer "what's my win rate on iron condors?" because the journal never knew it was an iron condor.
And without IV rank at entry, DTE tracking, delta tagging, or strategy-type categorization, the per-strategy expectancy that surfaces real options edge is invisible. You're left with stock-style stats applied to a fundamentally different instrument.
Options journaling needs options-aware tooling.
Options-native from the ground up.
Multi-leg grouping, IV/DTE/delta fields, and structure-type expectancy.
Multi-leg auto-grouping
Fills sharing an order ID (or executed in the same window) get grouped into one position automatically. Iron condors track as iron condors, not as four random options.
Structure-type expectancy
Per-strategy analytics: long calls, vertical spreads, iron condors, butterflies, calendars, diagonals. See which structures actually have edge in your trading.
IV rank, DTE, delta tracking
Tag each trade with IV rank at entry, days-to-expiration, and delta. Per-IV-bucket and per-DTE-bucket expectancy tables surface patterns generic journals miss.
Multi-broker imports
Native CSV adapters for tastytrade, thinkorswim, IBKR Flex Query, Schwab (TOS-integrated), Webull, TradeStation, and E*TRADE.
Forge AI reviews per trade
Claude-powered reviews ingest IV/DTE/structure context and surface options-specific patterns — like "your iron condors only work above IVR 40" or "your long calls lose money above IVR 50."
R-multiple for options
Auto-computed for defined-risk structures (max loss = denominator). Configurable for undefined-risk (commonly 2× credit). R-multiple distribution by strategy type built in.
Real-time wash sale tracking
Active options trading on the same underlyings constantly triggers Section 1091 wash sales. TradersForge flags every disallowed loss on import, links it to the replacement trade, and shows year-to-date deferred losses by ticker. Critical for premium sellers and wheel traders who otherwise discover the deferred amount on the 1099-B.
FAQ
- Does TradersForge group multi-leg options trades correctly?
- Yes — fills sharing an order ID (or executed within a short window for brokers that don't expose order IDs) are grouped into one position. The position is auto-tagged with the inferred structure type (vertical, condor, butterfly, calendar, diagonal) based on leg count, expiries, and strikes.
- How do I import options trades from tastytrade?
- In tastytrade, go to Account → History → Export, choose CSV, and drop the file into TradersForge's Import & Connect page. The tastytrade adapter parses every fill and groups multi-leg orders into single positions automatically.
- Can I import from thinkorswim?
- Yes. In TOS, open Monitor → Account Statement, set the date range, and Export to file. The TOS adapter parses the trade history section, ignores money movement and dividends, and groups multi-leg combo orders into single positions. Pre- and post-Schwab-migration formats both supported.
- How does R-multiple work for options trades?
- For defined-risk strategies (long options, vertical spreads, iron condors), the risk denominator is the structure's max loss. For undefined-risk strategies (naked short options), most traders define risk as a multiple of credit received (commonly 2× credit). TradersForge auto-computes R for defined-risk and lets you set the multiplier for undefined-risk.
- Does TradersForge track IV rank automatically?
- IV rank at entry is something you log per trade — most brokers don't include it in their CSVs. TradersForge has a quick-tag flow on import to attach IV rank if you remember it, or you can update it later. Per-IV-bucket expectancy tables surface patterns once you have data tagged.
- Can I track multi-leg structures and single-leg trades together?
- Yes — both flow through the same journal. Single-leg trades (long calls, naked puts) and multi-leg structures (iron condors, butterflies) all live in one trade list with structure-type filters for analytics.
- Does TradersForge track wash sales for options trades?
- Yes. IRC Section 1091 wash sale detection runs automatically on every options import. The IRS generally treats options on the same underlying as substantially identical to the underlying stock, so closing losses on AAPL options paired with re-entries on AAPL stock (or vice versa) within 30 days get flagged. Year-to-date deferred losses by ticker on the analytics page. Especially valuable for wheel strategies, which generate wash sales by design.
- How much does it cost?
- Tracker tier from $9/mo (single account), Pro $19/mo (5 broker accounts, AI trade reviews), Elite $39/mo (unlimited brokers, AI cascade reviews). 14-day free trial on any tier.
Built for the way you actually trade.
14-day free trial. Cancel anytime before day 14.
TradersForge is not affiliated with or endorsed by tastytrade, thinkorswim, Charles Schwab, Interactive Brokers, Webull, TradeStation, or E*TRADE. Each is a trademark of its respective owner.