Options Risk Management

FlexOPT-RM offers comprehensive real-time risk and stress analysis whereby traders can analyze risk by portfolios, sectors, traders, accounts or any level of aggregation/hierarchy.

Features / Benefits

  • Open architecture with API interface to integrate valuation models, volatilities and interest rates.
  • Graphically analyze and review P&L as well as the contribution to P&L from Greeks, such as Delta, Gamma, Vega and Theta.


  • Slice and dice your portfolio by underlying, expiration, account, etc., or analyze your entire portfolio.
  • Define your stress tests in terms of spot and volatility shifts and review the impact on your Delta, Gamma, Vega, etc., projected at multiple future dates.
  • Volatility surfaces for risk and stress analysis are computed in near real-time.
  • Drill down to specific stress scenarios or graphically review a range of stress scenarios.
  • Test possible scenarios by adding candidate trades and view the affect on your risk and stress testing.