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ProOpticus[1] OPTION TRADER is an option pricing and portfolio analysis software application offered by PRIME Analytics, LLC.

Features include:

  • Option pricing models for different types of instruments.
  • Methods for modeling and comparing skew curves.
  • Risk analysis across product groups- Yield Curve, Indices, CRUSH, CRACK, etc.
  • Multiple formats for viewing and printing risk analyses and printed trading sheets.
  • "What-if" analysis to assess risk for multiple price, volatility, and time scenarios.
  • Profit & Loss Summary for marked-to-market and marked-to-model.
  • Integrated risk management for exchange, OTC, and cash instruments.

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