Options Pricing Suite
Vanilla options cover the Black-Scholes valuation for European calls and puts; American options; stochastic volatility; and an implied volatility calculator.
Exotic option calculations include prices and Greeks for binary, Asian, barrier, lookback, and more complex derivatives.
Common strategies such as bull/bear spreads, straddles, butterfly spreads, and others are also supported.
Graphing functionality allows for visualization of changes in option prices and Greeks. The underlying asset can be a stock (paying dividends), equity index, futures, currency, or commodity.
The user-friendly interface has easy input and extensive help. Automatic and manual saving of parameters allows for instant input and less repetitive typing. Other features include stock price lookup by ticker, interest rate and volatility feeds, and a calendar input for option maturity.
For help, use the info icons to view an explanation of each type of option, and touch any parameter or Greek text label for detailed information on its meaning.
We plan to add support for various other types of options in the future.
Every option pricing screen has been tested extensively, but if you experience any errors or unexpected behavior, or if you have any feedback or questions, please let us know via email [email protected] .
All option pricing methods are based on the financial theory of option pricing and are calculated by analytical formulas, approximations, or iterative methods. Results should be used for academic and educational purposes only, not for trading or investing.
Category : Finance
Reviews (29)
Crashes and it literally hasn't been updated in over 5 years!!! Totally not worth even the data to download!!
Good simple options. Would like more moutain range options.
Wonderful. I've tested multiple black Scholes apps and this is the best one
Very easy to use, very helpful too for option trading
After at least six months of usage, i shall know how much this app is useful.
App shuts down automatically
Really valuable tool right here I use it all the time
Helps for quick calculation
This app gives a useful reference!
Thanks İs there any programs for warrant? Or information.
Found no practical value here. Uninstalled.
Better than most!
Works great with no crashes. I don't understand why American Option Prices are shown as European Prices. The prices seem to be accurate, in the ballpark figure of the Bid/Ask price. Is there a tutorial how to figure out what the prices mean. How do I find the Interest Rate and Yield?
I like it and give a 5 stars. This is an excellent app for different varieties of options. Prices are a very good levels and are somehow near those prices calculated by a banking standard software if data entered are accurate.
I'd like charts to be more detailed and more interactive. But despite of this it is the best app among other similar alternatives. It also has very nice help system built in.
Pleaseeee let it be possible to price exotic spreads! I can do a great pricing and graphing of two individual one touches' would love to see Greek profiles as a spread
It works very well, without bugs.
Fast and accurate and easy
Great app for calculating theoretical option greeks
Didn't like the user interface.
Excellent and efficient 4 pro's
Accurate with lots of options
It's what I need to trade European options
It works grt to cal option greeks
It's different!!
Great help
good result through this app
Stops working
I love this app! It is very quick and straightforward, when I need to verify the correct price for an option, or get a value for delta, implied volatility, or any other parameters.