Options Analysis

Advanced options analysis for complex options strategies

Strategies Analysis

  • Options profit/loss scenarios for complex options strategies

  • Theoretical options prices for mark-to-market of illiquid options contracts

  • Theoretical options greeks for multi-leg options positions

Volatility Percentile Ranking

  • Implied volatility to historical volatility percentiles ratios.

  • Comparison between undervalued and overvalued options.

  • Comparison between expensive and cheap options