GLORIARMS — FX risk management & treasury analytics
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Platform Hedge Options Pricing Calculator

Price FX options,
off the real smile. NEW

Premium and Greeks for the platform's options spectrum — priced off the real market vol smile, fully linked to your existing hedge scenarios.

What the tool does

  • Covers the platform's full options spectrum — from spot/forward through European calls/puts to knock-out/knock-in options, participating forwards, knock-in forwards and RKO forwards — further product types are being added on an ongoing basis.
  • Priced off the live market vol smile — not a single static volatility assumption.
  • Fully linked to the platform — pulls hedge scenarios straight from the platform and feeds priced structures back into the scenario simulations.
  • Single trade or portfolio — every position in the context of your entire hedge book too.

Output: Premium per position · Greeks · market parameters per product type.

Frequently asked questions

Questions about this tool

Short answers in plain terms.

How do you price FX options with a volatility smile?

Instead of one volatility, each strike uses its own smile volatility. The Options Pricing Calculator uses the current market vol smile, so the price reflects how the market actually values each strike.

Which FX option structures can GLORIAnalytics price?

The platform's full options range: spot and forward, European calls and puts, knock-out and knock-in options, participating forwards, knock-in forwards and RKO forwards. Further product types are being added.

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Want to see this on your data?

15 minutes. No deck. We'll plug in an anonymised slice of your exposure and show you what GLORIAnalytics would do with it.

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