Vince and Stinson,

I did some reserach on the option visualization.  Here is one of the findings.

Check this web site, the image looks impressive:  
http://home.online.no/~espehaug/VirtualWorld/VirtualOptionWorld.html
This is done through a free software LiveGraphics3D and Mathematica. 

Take a look of the demo on the web site mentioned above to see if it is good 
enough for our purpose.


Zimin








PS:
--------------

What Is LiveGraphics3D? 

     LiveGraphics3D is a non-commercial Java 1.1 applet to display and
     rotate three-dimensional graphics produced by Mathematica in
     HTML pages. It may be used without charge for any
     non-commercial purposes. Mathematica is a program for symbolic
     and numeric mathematics by Wolfram Research, Inc.. Wolfram
     Research is also responsible for licensing LiveGraphics3D for
     commercial purposes. 

     LiveGraphics3D enables all Mathematica users to put almost any
     three-dimensional graphics computed by Mathematica directly onto
     a HTML page, such that everyone with a web browser supporting
     Java 1.1 (e.g. Communicator 4.0 or Internet Explorer 4.0 or higher)
     can view and interactively rotate the graphics without any additional
     software. 

     Additionally LiveGraphics3D is able to show animations, calculate
     stereo graphics, integrate hyperlinks, and display bitmap
     backgrounds. %