FX Options

Derivity Analytics supports FX Option pricing via a powerful Options Calculation display, integrated with an Options scratch pad display.

Option Types

• Garman Kohlhagen Spot/Forward
• Cox Rubinstein Spot/Forward
• Single Barrier (Down&In, Down&Out, Up&In, Up&Out
• Double Barrier (Double Knockin, Double Knockout)
• Binary
• Lookback and Lookforward
• Average Rate

Strategies

• Ladder
• Butterfly
• Straddle
• Cylinder
• Money Spread

Calculated Values

• Premium
• Delta
• Forward Hedge
• Gamma
• Vega
• Theta
• Phi
• Rho
• Breakeven
• Lambda
• Implied Volatility
• Implied Strike