Options/NET is a comprehensive .NET component for analysing complex options strategies. Build proprietary analytics for Iron Condors, Butterflies, Calendar Spreads, Straddles, Strangles, Ratio Writes, and more — with full profit-loss charting and scenario analysis built in.
Options/NET models the full spectrum of institutional options strategies with complete P&L charting and scenario analysis.
Four-leg neutral strategies with defined risk. Visualise profit zones and breakeven points at any point before expiry.
Long and short butterfly spreads with full P&L decomposition across the strike spectrum.
Time-based strategies exploiting term structure. Model decay across different expiration cycles.
At-the-money volatility plays with symmetric payoff profiles. Chart P&L against any vol scenario.
Out-of-the-money directional-neutral positions. Analyse premium collection versus tail risk.
Unbalanced positions for advanced income strategies. Full Greeks and margin impact analysis.
Directional calendar strategies using puts across multiple expirations with decay modelling.
Build and analyse any combination of legs. No strategy is too complex for Options/NET.
Options/NET goes beyond single-option pricing to deliver the portfolio-level analytics institutional desks require.
Generate profit-loss diagrams for any strategy at expiry or at any point in time. Visualise how your position evolves as markets move.
Aggregate Delta, Gamma, Theta, Vega, and Rho across all legs. Understand your net exposure at a glance.
Analyse implied volatility across the strike spectrum and model how skew changes impact your strategy's value.
Stress-test strategies against price moves, vol shifts, and time decay. Know your worst case before you trade.
Native .NET component for C#, VB.NET, and any CLR-compatible language. Embed directly into your trading applications.
Compute probability of profit, expected value, and risk-reward ratios for any multi-leg position before execution.
Options/NET ships with nine industry-standard pricing models, each optimised for speed and numerical precision.
Closed-form European option pricing with support for continuous dividend yields.
Futures and forward option pricing for interest rate and commodity derivatives.
Binomial lattice model for American and European options with early exercise modelling.
Fast analytical approximation for American options, widely adopted across institutional desks.
Analytical American option approximation delivering near-exact results at a fraction of lattice cost.
Purpose-built for European currency options with dual interest rate inputs for domestic and foreign rates.
Analytical pricing for American call options on dividend-paying stocks with discrete dividend adjustments.
Accounts for the effect of trading days versus calendar days on option valuations.
Models sudden price jumps in the underlying asset, capturing tail risk that standard diffusion models miss.
Multi-leg Options Pricing and Analysis Application created using Options/NET
Options/NET generates publication-quality P&L charts for any multi-leg strategy. Overlay Greeks, time decay, and volatility scenarios to understand exactly how your position behaves under every market condition.
Whether you're structuring an Iron Condor for premium collection or a Calendar Spread to exploit term structure, Options/NET gives your desk the analytical confidence to size positions and manage risk at an institutional level.
Options/NET provides every building block your development team needs to create bespoke options scanning and analysis applications. Identify mispricings, flag overvalued contracts, and surface opportunities across thousands of options chains — programmatically.
This fully functional scanner application was built using Options/NET in a fraction of the time required by conventional development approaches. Source code samples and comprehensive documentation are included to accelerate your team's integration.
Custom options scanning application — built rapidly using the Options/NET component library
Full-featured trial with multi-leg strategy analysis and direct access to Dr. Back for technical questions.