EduMarkets Equity & FX Options

The options module covers pricing on a full volatility surface, without the textbook simplification. Users build vanilla and exotic structures against a smile and skew that respond the way real markets typically do. Multi-leg strategies combine legs into one position, with all the Greeks updating together and payoff and sensitivity surfaces charted alongside. The same engine handles a covered call and a barrier option.

Handbook chapters

  1. What Are Options?
  2. Option Type Taxonomy
  3. Payoffs & Strategies
  4. Black-Scholes Pricing
  5. The Greeks
  6. Volatility
  7. Exotic Options

Tools and exercises

  • Equity Options
    • European Vanilla
    • American Vanilla
    • American Barrier
    • European Barrier
    • Double Barrier
    • European Binary
    • American Binary
    • Double-No-Touch
    • Average Rate
    • Lookback
  • FX Options
    • European Vanilla
    • American Barrier
    • European Barrier
    • Double Barrier
    • European Binary
    • American Binary
    • Double-No-Touch
    • Average Rate
    • Lookback
  • Multi-Asset Options
    • Dual Binary
    • Rainbow (Best/Worst-of)
    • Basket Option
    • Quanto
    • Spread Option
  • Var & Vol Swaps
    • Variance Swap
    • Volatility Swap
  • Portfolio
  • Exercises