Allasso calculates Greeks, implied volatility surfaces, and hedge ratios across energy, metals, and agricultural derivatives — all from one dashboard.
Most pricing tools were built for equities. Commodities behave differently — seasonal supply shocks, contango, backwardation, delivery windows. Allasso was built from scratch for physical and financial commodity markets.
Builds implied vol surfaces from live quotes across multiple tenors and strikes. Handles thin markets where standard interpolation fails.
Choose between Black-76, Bachelier, and proprietary seasonal models. Switch mid-session. Compare outputs side by side.
Aggregate delta, gamma, vega, and theta across hundreds of positions. Drill down by commodity, expiry, or counterparty.
Pipe in exchange data from CME, ICE, LME, or your internal OTC desk via FIX protocol or REST API. Allasso normalizes everything into a single format.
Select pricing models per commodity group. Set vol surface parameters, smile adjustments, and seasonal decay curves. Save configurations per book.
Watch portfolio Greeks update in real time. Set threshold alerts for delta breaches, margin calls, and expiry clustering. Export to your risk system or EMS.
Crude oil, natural gas, power, emissions allowances
Gold, silver, copper, aluminium, zinc, nickel
Wheat, corn, soybeans, coffee, sugar, cotton
Calendar spreads, crack spreads, crush spreads, spark spreads
Book a 30-minute walkthrough with our team in Zurich.
Schedule a Demo