Coal trading & risk calculators

Option pricer & implied volatility

Black-76 premiums and Greeks for coal options.

Value-at-Risk

Single position and two-asset portfolio VaR with correlation.

Volatility & correlation

Paste prices and get annualised volatility and correlation.

Dark & spark spreads

Compare coal and gas generation margins with carbon.

Coal quality price adjustment

CV pro-rata pricing and rejection limits.

Swap settlement

Monthly cash settlement of a fixed-for-floating coal swap.

Forward curve explorer

Backwardation, contango, roll yield and carry.

Option payoff builder

Calls, puts, straddles, strangles and butterflies.

Mark-to-market

Daily and cumulative MtM of a position.

Clearing margin flows

Initial and variation margin on ICE futures.

Technical analysis chart

Candles, moving averages, RSI and MACD.

Spread trades

Inter-index and calendar spread MtM.