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Options Price Calculator 1.0

License: Free ‎File size: 275.46 KB
‎Users Rating: 0.0/5 - ‎0 ‎votes
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Using the Black and Scholes option pricing model, this calculator generates theoretical values and option greeks for European call and put options.

This calculator is intended for educational purposes only

This calculator uses the Black-Scholes formula to compute the price of a put option, given the option's time to maturity and strike price, the volatility and spot price of the underlying stock, and the risk-free rate of return.

- You can plot the result in a chart- No internet is required- Auto update on change any input

option price, option calculator, option pricing, option trading, option greeks, option greek, option delta, option gamma, option vega, option theta

VERSION HISTORY

  • Version 1.0 posted on 2014-02-04

Program Details

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