Markets / Energy
Energy Options.
Made Simple.
Pricing, volatility, risk, backtesting and data across energy markets.
From gas and power to oil and carbon, bring your entire options workflow into one place.

Markets
The same pricing, historical analytics, backtesting and risk workflows across the markets you trade.
TTF · NBP · HENRY HUB
Price seasonal structures, analyse volatility and backtest ideas across years of changing gas regimes.
BRENT · WTI
Explore volatility across the curve, price structures and put today's skew into historical context.
EUA · UKA
Analyse policy-driven volatility and skew, price structures and compare today's market with historical regimes.
DE · FR · IT
Navigate seasonal volatility, extreme moves and complex delivery periods with analytics built for power options.
GASOIL · RBOB
Analyse Gasoil and RBOB options across the curve, from volatility and pricing to risk and historical context.
JKM
Extend the same options workflow to JKM and global LNG markets.
Capabilities
From a click in Copilot to a Python call in Pulse — the same options stack from analysis to production.
01
Explore implied vs realised, term structure, smile and skew — with up to 20 years of historical context.
02
Price vanillas and multi-leg structures across energy curves, with full Greeks and support for months, quarters and seasons.
03
Build multi-leg trades using strikes, deltas, expiries and ratios — and see the payoff instantly.
04
Take any structure through history, compare market regimes like COVID-19 or the energy crisis, and analyse seasonality.
05
Measure position and portfolio risk with historical VaR, distributions and risk metrics across energy markets.
06
Take the same analytics into Python for custom research, systematic strategies and production workflows.
Workflow
No spreadsheet handoffs. No build queue. Just one continuous options workflow.

Screen volatility across energy curves. See where implied sits versus realised and how today's market ranks historically.

Build the legs, choose strikes, expiries or seasonal periods, and price instantly with Greeks and breakevens.

Take the structure through history. Analyse P&L, drawdowns, regimes and seasonality before putting on the trade.

Track ladders, scenarios and VaR as markets move, and understand how the book responds to the next move.
Price, structure, backtest and manage risk without switching between tools or waiting on support.
Price and manage quotes fast, test client ideas against history and respond while the market is moving.
Use the same options data and analytics in Python for custom research, backtesting and models.
See consistent Greeks, scenarios and VaR across positions and energy markets from one analytics stack.
Products

Web Platform
The full energy options workflow in the browser — pricing, volatility, structuring, backtesting and risk in one place. No code, no setup.

Python SDK
The same options analytics, programmable. Bring data, pricing and backtesting directly into notebooks, models and production workflows.

Licensed history
20+ years of energy options and futures history, with calculated Greeks, IV and skew. Ready for research, analytics and backtesting.
Built around energy curves, delivery periods, seasons and the structures traders actually use.
Put today's volatility and structures into context across multiple market regimes.
Start analysing immediately with options and futures history already available in the platform.
The same pricing, data and analytics across the browser, Python and your own workflows.












Common questions from energy options desks.
Need a specific curve? Talk to us about additional market coverage.
Up to 20+ years, depending on the market. Historical options and futures data can be used across volatility analysis, pricing context and backtesting.
No. Allasso can provide licensed historical data directly, so you can get started without arranging separate exchange data agreements. You can also connect your own data where required.
No. Copilot provides pricing, volatility analytics, structuring, backtesting and risk directly in the browser. For programmable workflows, the same analytics are available through Pulse in Python.
Yes. Pulse supports cross-asset analytics and backtesting, so you can combine energy with metals, agriculture, equities, crypto and other markets in the same strategy.
Yes. Allasso is built around commodity periods, including months, quarters, seasons and custom periods, so structures can be analysed the way energy markets are actually traded.
Yes. You can backtest a structure directly in Copilot or use Pulse for more complex systematic strategies, hedging rules and portfolio-level research.
Yes. Compare implied and realised volatility, smiles, skew and term structure through history and see where today’s market sits relative to previous regimes.
Yes. Build vanillas and multi-leg structures, calculate Greeks and breakevens, and analyse scenarios, ladders and VaR from the same workflow.
Yes. Pulse lets you bring Allasso analytics into Python workflows and combine them with your own data, signals and models.
30 minutes. Your curves, your structures. We'll price it live.