SearchWith increasing interest in the EEX Japan Power Monthly Option, accurate valuation of power options has become a must-have skill for market participants.
Watch the video below to see valuation in action and discover how Lacima Trader can support your option pricing workflows.
In part 3 of our series, we walk through how Lacima Trader > Pricer makes precise valuation simple, turning inputs into powerful insights.
What we cover:
- Constructing an implied volatility surface from market prices
- Understanding moneyness and how volatility shifts with strike and tenor
- Comparing call/put values and interpreting the familiar vol smile
You can’t manage what you can’t value. Option pricing gives you the data you need to act.
– Jivan Drungilas, Quantitative Analyst
The video showcases how Lacima Trader helps traders and analysts:
- Price Japan power options accurately
- Benchmark market values against your organisation’s valuation framework
- Surface key Greeks like Delta, Vega and Gamma for sensitivity analysis
Whether you’re new to energy options or looking to sharpen your edge, this episode provides a clear, practical starting point.
👉 Need help valuing your own trades? Contact our team today.
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