The interaction of markets and the power system network is stronger based on real options analysis than on traditional single event net present value analysis. The optionality of network restrictions due to congestion increases the importance of network information beyond the values found with traditional net present value for bidding. This paper demonstrates the importance of option analysis in the bidding process. The value of high volatility, due to network congestion and to network operating restrictions, leads to larger valuations. As always, larger uncertainty leads to larger values when opportunities can be recognized in advance. This paper shows how such information can be used in the bidding process.