Need help ASAP - In big TROUBLE :/

Hello guys ..
I am not new to this site . I have asked lots of questions and answered as many as I can !!
But the reason I am posting this anonymously is I am really in a big trouble and I am scared as hell . I don't want anyone to find out this is me posting this :/

Okay !! I don't know where to start . I met this guy via my best friend . lets say his name is Jack . We went to a coffee and started hanging out . after that me and Jack became really close .. we even slept together .. He said he once was married but now he is divorced ..
i wanted to tell my best friend about us but was silent for a while . and then one day I told her about him . and she said she even slept with him. he was sleeping with both of us at the same time . And also he is still married . my best friend told not to let him know we know everything . Because she was already in a relationship and when she had sex with Jack she actually cheated on her bf .
And Jack is like 12 years older then us . He is a businessman and he is powerful . He influence companies . also he is very much into revenge . So we decided we would pretend like nothing happened .
But I couldn't tolerated it . I confronted him . He said he did not sleep with her . And tried to brainwash me by telling me false stories about my best friend . and also kinda threatened me saying my best friend would regret spreading stories about him . But we all can be friends as long as I am with him .
And later my best friend said jack told her he did not sleep with me . So we both planned and went his place to confront .. But when I asked my best friend if she slept with jack in front of him , she said she does not want to talk about it . I was really frustrated because I know she had sex with him . and jack is the one who is lying . but she did not say it to his face .. later I asked her why she didn't say , she said she is not ready for trouble . she is scared too . her relationship with his bf might ruin . also this guy is really powerful . he might ruin us all .
I am scared . I don't know how to get rid of him .. I Don't know what he would use against me ..

Please tell me what to do .. I cant be a sex toy .. He is sick !!

Will you have a couple of choices
1: move and get the hell away from him
2: tell your parents, friends etc. and make sure they trust you and confront him and leave him and go to someone's place for a while where he can not find you.
3: leave him and hope for the best
4: don't contact him avoid him
5: get some powerful people on your team and tell them what he has been doing and how your friend is scared and let them confront him
6: leave him and if he threatens you call the police and a lawyer
Be careful hope I helped!