Gain Capital Futures OEC Trader Options Greek Addition

Greeks and Theoretical prices are now available on the OEC platform in the Option Chain window:

Futures Options Greeks.jpg Click on image to enlarge.

By default, Greeks and Theoretical prices are turned off and need to be enabled after opening the Option Chain window. To do this, check the Greeks box in the upper right of the Option Chain window. Once checked, the Greeks and Theoretical pricing fields will become available.
Available Greeks:
Market Implied Volatility
Theoretical Pricing Models:
Bjerksund Stensland (2002)

  • Dollar Index
  • Grains
  • Livestock
  • Metals
  • Softs

Barone-Adesi, Whaley

  • Oats


  • Currencies

Black (1976)

  • Energies
  • Financials
  • Indices

Thank you,
Optimus Futures
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