The option model program is a quick option calculator. The models used in this program are availble throughout the Orion Risk Management system. When making a market on an off-exchange traded instrument, the Option Model program can eaily take the the variables for the trade and calculate the option values for any strike price or time.

The Binomial Model allows entry of dividend and ex-dividend date to be changed in order to calulate theoretical price for instruments with dividends. Indices and Foreign Exchange can be calculated using the foreign interest rate field.