options risk engine
Options risk engine from contract to chain.
FerroRisk is the shared layer for pricing, Greeks, surfaces, DEX/GEX/VEX exposure, walls, flip levels, and scenario attribution.
Problem
Why this needs one shared risk path
Risk systems split when contract pricing, surface calibration, chain exposure, and scenarios use separate conventions.
Aggregated exposures are hard to trust when contract-level Greeks are inconsistent.
Scenario explanations need to reconcile price, volatility, and Greek contribution.
Workflow
How FerroRisk handles it
Evaluate contracts
Contracts move through pricing, IV, forward, and Greek analytics.
Aggregate the chain
Chain-level DEX, GEX, VEX, walls, and flip levels are built on shared sensitivities.
Explain scenarios
Portfolio scenario attribution breaks moves into risk components instead of returning only a P&L number.
Fit
What makes this FerroRisk-shaped
Docs include chain exposure and scenario explain workflows.
The home page explicitly names live chain analytics and scenario attribution.
Formal proof gates sit beside reference tests and benchmarks.
Questions
Common concerns
Does FerroRisk only price single contracts?
No. Single-contract analytics are one layer; the engine also supports surfaces, chain exposure, and scenarios.
Can this feed spread workflows?
Yes. FerroSpread builds over the FerroRisk volatility surface and risk analytics.
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