Option Calculator to calculate worth, premium, payoff, implied volatility and other greeks of one or more option combinations or strategies
Utilize our options profit calculator software. View breakeven points, max profit, max risk, probability of profit and more. Just pick a strategy, a stock, and a contract.
Option Calculator to calculate worth, premium, payoff, implied volatility and other greeks of one or more option combinations or strategies
Black-Scholes Calculator Binomial Option Pricing Calculator Historical Volatility Calculator Implied Volatility Calculator Average True Range (ATR) Calculator Relative Strength Index (RSI) Calculator Futures Price Calculator Descriptive Statistics Calculator All of Macroption Options and Volatility Tutorials Option...
Option Calculator Underlying Price Exercise Price Days Until Expiration Interest Rates % Dividend Yield % Volatility % Rounding Graph Increment Long CallShort CallLong PutShort Put Long Call DeltaShort Call DeltaLong Put DeltaShort Put DeltaLong Call GammaShort Call GammaLong Put GammaShort Put Gamma...
Option Strategy Payoff Calculator P/L at expiration, risk/reward ratios, break-even points for 57 option strategies. Compare two strategies in one chart.[more...] Option Strategy Simulator Advanced strategy modeling: what-ifs, aggregate Greeks, implied volatility. Also intraday.[more...] ...
CalculatorGet Market DataBinomial Tree Stock Price?: Volatility?: Dividend Type?:Dividend Yield?: Ex-dividend Date?: Dividend Amount?: Pricing Model?:Option Style?:Strike Price?: Interest Rate?: Trade Date?: Expiration Date?: Analyze?:Analyze By?:Measure?:Number of Tree Steps (3 - 150) (...
Derivative Engines offers two type of products for the small investors. One isLimited Currency Option Calculator, second is theUnLimited Currency Option Pricing Tool. Users who registered to Derivative Engines with their email which is also used in their Linked In account will have free access guara...
Using this method, the Black Scholes calculator makes a few assumptions that you will need to remember: The stock pays nodividends Continuously compounded returnsare independent over time and arenormally distributed Thevolatilityof continuously compounded returns is constant and given ...
If you don't have Excel, I have built an online version of this implied volatility calculator. Risk Estimation (The Greeks) Because option contracts have a finite life span, their price movements aren't linear like stock or futures prices are. Factors such as underlying price, time to expiry...