← All Products

Instrument

Options

Commodity & FX options with full Greeks analytics.

Ryxon's Options module delivers comprehensive call/put modeling with strike-expiry matrices, volatility surface visualization, and portfolio-level Greeks. Purpose-built for commodity options traders who need precise risk measurement and hedge optimization.

Request Demo  →
Futures Platform Screenshot
6+ Models Supported
<5 Greeks Computed
20+ Strategy Templates
1000+ Vol Surface Points

Core Capabilities

Call/Put Modeling

Full Black-76, Black-Scholes, and Bachelier model support. Asian, European, and American exercise styles.

Volatility Surface

3D volatility surface visualization with smile/skew analytics. Import vol grids from brokers or compute implied vols.

Greeks Dashboard

Portfolio-level Delta, Gamma, Vega, Theta, and Rho. Drill down by commodity, expiry, and strategy.

Strategy Builder

Build and analyze multi-leg option strategies — straddles, strangles, spreads, collars. Payoff visualization included.

Scenario Analysis

What-if analysis for price, volatility, and time decay. Stress test your options book under extreme scenarios.

Premium & Settlement

Premium cash flow tracking, exercise/assignment management, and settlement reconciliation.

Use Cases

01 Zero-cost collar strategies for commodity hedging
02 Put protection for physical inventory
03 Cap/floor structures for gas procurement
04 Volatility trading and dispersion strategies
05 FX option hedging for international commodity flows

Platform Modules Used

Trade Terminal MTM Engine PnL Engine VaR Lab Hedge Intelligence

Protect margins. Control hedging risk.

Join leading commodity trading firms using Ryxon to manage derivatives exposure across energy, metals, agriculture and FX.

Request Access  →