O/X
Options/X · Pricing Library

Institutional options pricing, one line of code

Embed high-performance options pricing directly into your existing workflow — Excel, Visual Basic, Visual C#, C++, or any COM environment. Full Greeks, probability analysis, and risk-reward calculations, ready to deploy in minutes, not weeks.

Institutional analytics, zero infrastructure

Options/X has been production-hardened on live trading floors for over two decades — no servers, no dependencies, no overhead.

δ

Complete Greeks

Delta, Gamma, Theta, Vega, and Rho for European and American options. Monitor portfolio-level exposure in real time.

σ

Implied Volatility

Reverse-engineer market volatility from option prices with high-precision numerical solvers. Build your own volatility surface.

Production-grade speed

Thousands of pricings per second on a standard desktop. Ready for real-time quoting, scanning, and portfolio-wide risk calculations.

Excel Add-In

Includes a full Excel Add-In. Access pricing functions directly from any cell — just like native Excel formulas.

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Build Trading Systems

Create custom options scanners, price calculators, and automated trading systems using Visual Basic, Visual C#/C++, or any COM language.

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Probability Calculations

Compute the probability of a security touching a given price level within a set timeframe. Critical for trade selection and position sizing.

Risk-Reward Analysis

Evaluate potential outcomes before committing capital. Quantify maximum gain, maximum loss, and breakeven points across any options position.

Multi-Asset Coverage

Price options on equities, indices, commodities, and FX. One component for every asset class on your desk.

Deploys where your workflow lives

Options/X is an ActiveX/COM software library — it works with virtually any Windows development environment or end-user application.

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Microsoft Excel

Full Add-In with cell-level pricing functions. Turn any spreadsheet into an institutional options workbook.

Visual Basic / VBA

Drag-and-drop the control into your VB project. Demo applications with full source code included.

C++ / ATL / COM

Native COM interface for maximum performance in custom C++ trading applications and server-side systems.

Every model your desk needs

Options/X ships with nine industry-standard pricing models, each optimised for speed and numerical precision.

Black-Scholes-Merton

Closed-form European option pricing with support for continuous dividend yields.

Black-76

Futures and forward option pricing for interest rate and commodity derivatives.

Cox-Ross-Rubinstein

Binomial lattice model for American and European options with early exercise modelling.

Bjerksund-Stensland

Fast analytical approximation for American options, widely adopted across institutional desks.

Barone-Adesi-Whaley

Analytical American option approximation delivering near-exact results at a fraction of lattice cost.

Garman-Kohlhagen

Purpose-built for European currency options with dual interest rate inputs for domestic and foreign rates.

Roll-Geske-Whaley

Analytical pricing for American call options on dividend-paying stocks with discrete dividend adjustments.

French-84

Accounts for the effect of trading days versus calendar days on option valuations.

Merton Jump Diffusion

Models sudden price jumps in the underlying asset, capturing tail risk that standard diffusion models miss.

Integration in minutes

Clean APIs for every supported environment.

Excel Cell Formulas
' Drop-in Excel functions
=WT_BSCall(Spot, Strike, Rate, Vol, Time)
=WT_BSPut(Spot, Strike, Rate, Vol, Time)
=WT_Delta(Spot, Strike, Rate, Vol, Time, "call")
=WT_Gamma(Spot, Strike, Rate, Vol, Time)
=WT_ImpliedVol(MktPrice, Spot, Strike, Rate, Time, "call")
VBA Object Model
' Full object model access
Dim engine As New WindaleOptions.Engine

engine.Spot = 185.50
engine.Strike = 190.00
engine.Rate = 0.045
engine.Volatility = 0.2473
engine.Time = 0.25

Dim price As Double
price = engine.BSCallPrice()
C++ COM Interface
// Native COM interface
#import "WindaleOptions.tlb"

WindaleOptions::IEnginePtr
  engine("WindaleOptions.Engine");

engine->Spot       = 185.50;
engine->Strike     = 190.00;
engine->Rate       = 0.045;
engine->Volatility = 0.2473;
engine->Time       = 0.25;

double price = engine->BSCallPrice();
Options Scanner — Built with Options/X + Volatility/X
40% 25% 10% 0% 80 90 100 110 120 Strike Price ATM Market IV Fitted

From Excel cell to trading edge

Options/X transforms Excel into an institutional-grade pricing engine. Scan thousands of contracts, compute volatility surfaces, and build real-time P&L dashboards — all from the spreadsheet environment your desk already knows.

Combine Options/X with Volatility/X to build complete options scanning applications that identify mispricings across the entire options chain. Demo applications with full source code are included to accelerate your development.

<1ms
Per option price
9
Pricing models
0
Dependencies

Try Options/X free

Turn your spreadsheet into a trading system. Full-featured trial with Excel Add-In, demo applications, and direct access to Dr. Back for technical questions.