The options pricing and volatility engine trusted by institutional desks since 1998. Deploy with a single line of code.
Production-grade pricing libraries for ActiveX, .NET, and Java — delivering Greeks, implied volatility, probability analysis, and multi-leg strategy modelling. Build proprietary pricing systems that give your desk an independent view of the market.
Purpose-built components for options pricing, volatility estimation, and portfolio-level analytics across any asset class and platform.
A high-performance ActiveX/COM software library for building custom options pricing systems, calculators, and scanning applications. Price stock options, commodities, and currencies with a single line of code.
Enterprise-grade Java options pricing and analysis library. Exceptionally fast derivative pricing that integrates into your application stack in minutes, not days. Cross-platform and JVM-optimised.
Comprehensive .NET analysis suite for multi-leg strategies including Iron Condors, Butterflies, Calendar Spreads, Straddles, Strangles, and Ratio Writes. Full profit-loss charting and scenario analysis.
Dedicated ActiveX/COM volatility estimation library providing the most accurate methods for computing implied and historical volatility. Integrates directly into Excel, Visual Basic, and any COM-compatible environment.
A comprehensive .NET volatility toolkit delivering the best available methods for computing implied and statistical volatility. Designed for seamless integration into institutional risk and pricing infrastructure.
Cross-platform Java volatility estimation library delivering implied and statistical volatility methods for any JVM application. The volatility companion to Options/J.
Years in production
Pricing models
Volatility methods
Native performance
Platform targets
Line of code
Every pricing call is a single line of code — in the language your desk already uses.
' Price an American call Dim opt As New OptionsX.Pricer opt.Model = "BjerksundStensland" price = opt.CallPrice(189.84, 190, 0.05, 0.33, 35)
// Price an American call OptionsJ opt = new OptionsJ(); opt.setModel("BjerksundStensland"); double price = opt.callPrice(189.84, 190, 0.05, 0.33, 35);
// Price an American call var opt = new OptionsNET(); opt.Model = "BjerksundStensland"; double price = opt.CallPrice(189.84, 190, 0.05, 0.33, 35);
Your options software has been performing exceptionally well across our desk.
After evaluating several alternatives, Options/X is the clear choice. The level of support and dedication to improving the product has been very impressive.
We've been developing with Options/X for several months now and have been very satisfied with everything so far.
Annual licences per product, hardware-locked. All tiers include updates for the licence term.
Single-seat desktop licence. One named developer, one workstation.
Multi-seat desktop licensing for teams. No server deployment.
Server, cloud, and multi-user production deployment.
Whether you're evaluating a single component or planning an enterprise-wide deployment, our team is ready to help you get started.