Surface inspection
Review skew, smile shape, and expiry structure before deeper model work.
Derivatives research
Derivatives Lab
A controlled public slice of the broader derivatives research library: 3D volatility surfaces, multi-model repricing, Greeks, P&L, and implementation-aware shock diagnostics.
Implemented pricing / analytics aliases
255
Catalogued coverage across vanilla, barrier, digital, lookback, tree, rates, FX/quanto, stochastic-volatility, and simulation workflows.
Curated model workflows
42
Registry-backed single-pricer, scenario, surface, tree, and path views across 12 model families.
Scenario / shock paths
7+
Spot, volatility, rate, roll-forward, surface-morph, stress-P&L, and macro-path shock mapping are available in the broader stack.
Snapshot
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Surface nodes
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Reference price
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Stress impact
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Option-chain snapshot could not be loaded.
3D surface
Volatility and repricing surface
Drag to rotate. Use the shocks to reprice the surface.
Shock / model
Closed-form stress path
Generalized lognormal repricing
Base
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Stressed
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Model P&L
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Delta
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Gamma
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Vega
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Theta
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Rho
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Reference chain
Around-the-money slice
| Side | Strike | Bid | Ask | Mid | IV | Vol | OI | Spread |
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Use cases
Scenario preparation
Translate chain state into structured inputs for repricing and stress review.
Hedge review
Connect option-chain evidence to sensitivity, exposure, and implementation checks.
Liquidity discipline
Filter by quote quality, spread, volume, and open interest before downstream analysis.
Model comparison
Move between lognormal, forward, and normal-volatility assumptions before committing to a pricing view.
P&L explanation
Connect spot, volatility, rate, and time shocks to model P&L, Greeks, and implementation evidence.