Calculate the value and greeks (Delta, Gamma, Vega, Theta, Rho) of any European or American style option. Get the implied volatillity for any American or European style option given it's settlement price. Select between using the Black Scholes formula or a numerical binomial tree method.
VERSION HISTORY
- Version 1.0 posted on 2012-01-17
Several fixes and updates - Version 1.0 posted on 2012-01-17
- Version 1.0 posted on 2012-01-17
Advanced options calculator. Quickly get value, greeks and implied volatillity.
Program Details
- Category: Business > Accounting & Finance
- Publisher: Aperico Software
- License: Free
- Price: N/A
- Version: 1.0
- Platform: android