Tools for Energy Price Risk Managers

Here you will find several option calculators which you can use to price and evaluate options of interest to you. These calculators are provided for illustrative purposes only. Energy Options Inc. does not endorse the accuracy or reliability of the calculations. Any reliance upon the information and materials offered here shall be at your own risk.

Note:  The option calculators are ActiveX applications.   When accessing a calculator for the first time, you must set your internet security level at medium or lower.  Also, the first time you load an ActiveX application, it might take a few minutes because certain files may have to be downloaded onto your computer from Microsoft's website (this happens automatically).

European Options (with sensitivity analysis)

Implied Volatility Calculator

Binary Cash or Nothing (with sensitivity analysis)

Average Price Options (with sensitivity analysis)

Options on Options (with sensitivity analysis)

Options on Spreads

American Options

This site is under construction