"Fast Monte-CarlO approach to Coherence of Undulator Sources" (FOCUS) is a new GPU-based code to compute the transverse coherence of X-ray radiation from undulator sources. The code relies on scaled dimensionless quantities and analytic expressions of the electric field emitted by electrons in an undulator, obtained in the frequency domain under paraxial approximation (justified by the assumption of ultra-relativistic electrons) and free space propagation, with the addition of the resonance approximation. We describe the core structure of the code, which exploits GPUs for massively parallel computations. We validate our approach by direct comparison with SRW (Synchrotron Radiation Workshop) simulations. The benchmarks prove that FOCUS yields similar results with respect to SRW, while at the same time reducing the computation times by five orders of magnitude. Finally, we show examples of applications to beam size diagnostics. The aim of the code is to fast evaluating the transverse coherence properties of undulator X-ray radiation as a function of the electron beam parameters, and to support and help preparing more rigorous numerical simulations with traditional codes like SRW.