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

  1. Upload your Excel (or map named ranges)
  2. Select option type (defer, expand, abandon, switch fuel/route)
  3. Run Monte Carlo with correlations; price the option with LSM
  4. 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

OptionsEdge valuation results showing Black-Scholes and Monte Carlo real options analysis

Black-Scholes and Monte Carlo valuation with confidence intervals
Click image to view full screen

How it works

1

Connect

Connect your Excel or use our contracts

2

Map

Map named ranges to inputs (CAPEX, OPEX, prices, volumes)

3

Simulate

Simulate thousands of futures, regress continuation values (LSM)

4

Decide

Decide at each step to exercise or wait

5

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

See an executive walkthrough Try with a sample project