Option Calculation icon

Option Calculation

Jinfu Jiang
Free

About Option Calculation

This is an effective and practical app for calculation of European-style option!
Based on BSM Model:

• support to calculate option price, implied volatility, put-call parity.
• When you calculate option price/implied volatility, the greeks are calculated and show simultaneously.
• Support to show option price/delta/gamma interactively!

For example, to calculate option price:
input underlying price, strike price, days to expire, riskless rate, implied volatility,
tap the blue button in the bottom,
the option price will be calculated and show immediately!
Then tap the button in the top right,
show function line of delta/gamma and underlying price in theory.
Slide to change the underling price, see how price/delta/gamma changes.

Option Calculation Screenshots