OptionsEdge
Value managerial flexibility, not just cash flows.
Price American/Bermudan real options on real assets in hours, not weeks — directly from your Excel model. LSM-powered, auditable, lender-ready.
At a glance
American/Bermudan Options
Price early-exercise options via Least-Squares Monte Carlo (LSM) with full audit trail
Excel Parity Import
Named ranges mapping, scenario packs & approvals, zero remodeling required
Bank-Ready Outputs
DSCR/LLCR impacts, covenant tests, full audit trail for lender packages
Who it's for
CFOs, investment teams, and developers who need to quantify "wait/expand/abandon/switch" flexibility and present bank-grade reasoning to committees and lenders.
What you can do in 60 minutes
- Upload your Excel (or map named ranges)
- Select option type (defer, expand, abandon, switch fuel/route)
- Run Monte Carlo with correlations; price the option with LSM
- Compare to plain DCF; export board-ready pages and the bank pack
Key capabilities
American & Bermudan Exercise
Price decisions you can take at set dates or any time with robust LSM engine
Multi-Factor Drivers
GBM/mean-reverting price models, volumes, capex/opex shocks, FX handling
Correlations
Model joint movements (e.g., power price & inflation) accurately
Scenario Packs
Versioned inputs with approvals and diffs; committee-ready lineage
Sensitivity & Risk
Tornado charts, VaR/CVaR on option value and project NPV
LSM Engine
Robust regression-based early-exercise logic designed for real assets
OptionsEdge in Action
Real options valuation with exercise boundary visualization
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Black-Scholes and Monte Carlo valuation with confidence intervals
Click image to view full screen
How it works
Connect
Connect your Excel or use our contracts
Map
Map named ranges to inputs (CAPEX, OPEX, prices, volumes)
Simulate
Simulate thousands of futures, regress continuation values (LSM)
Decide
Decide at each step to exercise or wait
Report
Report the uplift vs. plain DCF and impact on lender ratios
Outputs you'll export
- Option value vs. DCF baseline (NPV/IRR uplift)
- Exercise regions & timing heatmaps
- DSCR/LLCR changes, covenant headroom
- Redacted slides for committees
- Full audit trail appendix
Governance & Security
Versioned packs, approvers, immutable logs; SSO/SAML; SOC2-aligned controls; GDPR & DPA available.
FAQs
Is LSM overkill?
No — it's the standard for early-exercise options and handles real-world complexity quickly.
Do I need to rewrite my model?
No — map named ranges and run. Zero remodeling required.
Will lenders accept it?
We export the same ratios and traces lenders ask for, fully auditable.
Ready to find hidden value in flexibility?
Join leading utilities and developers already using OptionsEdge