black scholes option calculator
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Box Spread Option Calculator 1.0
Box Spread Option Calculator. more>> By Box Spread Option Calculator is a software that calculates if there is an oppurtunity in an option chain for setting up a box spread.<<less
Download (72KB)
Added: 2008-10-14 License: Freeware Price:
400 downloads
The IB Options Calculator 1
The IB Options Calculator is an effective and easy-to-use tool which is designed to help investors quickly compare market and theoretical prices for undervalued and overvalued trading opportunities. more>> <<less
Download (1.1MB)
Added: 2008-07-12 License: Freeware Price: $0.00
downloads
IB Options Calculator 1.0
The IB Options Calculator allows investors to examine the impact of each input v more>> The IB Options Calculator allows investors to examine the impact of each input variable on the price of an option.<<less
Download (220KB)
Added: 2008-10-16 License: Freeware Price:
377 downloads
Fat Tail Option Calculator 1.0
The Fat Tail Option calculator makes use of Stable Distributions. more>> The Fat Tail Option calculator makes use of Stable Distributions to estimate the theoretical value of European options. This provides a richer method with a better fit to real data and real capital market behavior than the common Black-Scholes formula. Especially, it can be used to take into account the existence of crash events.
The Fat Tail Option Calculator is available as a stand-alone application or as an Add-in to MS Excel. It is available as a free download.
See also the Fractal Financial Markets essay.
System Requirements
The Fat Tail Option Calculator requires Windows NT 4.0 or later or Windows 95 or later. If you want to use the Excel Add-in, Excel 97 or later is required.
As there are millions of complex numerical calculations involved in calculating the value of an option using stable distributions, we recommend that you use a modern computer with at least a Pentium 400 MHz processor.
Mathematical background
The most common way to estimate the value of options is to use the Black-Scholes formula. If the price changes of a security are log-normally distributed, the Black-Scholes formula provides the theoretical price of so called European options on that security. Unfortunately, there is overwhelming evidence that price changes are not log-normally distributed. Instead, security price changes have what is often called fat tails. They also exhibit skewness. Fat tails can be modeled with so called Stable Distributions, also called Levy distributions and Levy-Pareto distributions. A Normal or Gaussian distribution is a special case of a stable distribution. The Cauchy distribution is another well known example of a stable distribution. In fact, the Gaussian and the Cauchy distributions are the only two stable distributions for which closed form mathematical formulas exist.<<less
Download (1.97MB)
Added: 2008-06-10 License: Freeware Price: Free
516 downloads
FC Options Calculator 1.3
Calculate, value, and analyze futures and market price options. more>> Optinons Calculator is a tool, that is used to analyse futures options,index options and stock options.
FC Options Calculator gives the user an opportunity to analyze option prices. Program can calculate theoretical options market price; values of Delta, Gamma, Teta, Vega, and Rho used to determine option price depending on market change; view price graph. The mathematical base of the FC Options Calculator is the popular option price calculation model Black-Scholes, developed by Fisher Black and Myron Scholes in 1973.<<less
Download (352KB)
Added: 2008-06-12 License: Freeware Price: Free
662 downloads
Black-Scholes Option Pricing 1.0
Black-Scholes Option Pricing provides a versatile and efficient Windows desktop application that prices European style share options using the Black-Scholes model. more>> <<less
Download (102.2KB)
Added: 2005-07-01 License: Freeware Price:
downloads
Box Option Spread Calculator 1
Box Option Spread Calculator offers an innovative, versatile calculator which quantifies data from user supplied option chains to see if there is an opportunity to set up a box spread arbitrage position. more>>
Box Option Spread Calculator 1 offers an innovative, versatile calculator which quantifies data from user supplied option chains to see if there is an opportunity to set up a box spread arbitrage position. A range of various statistics are supplied to the user as well.
Download (72KB)
Added: 2006-07-06 License: Freeware Price: $0.00
downloads
Other version of Box Option Spread Calculator
Box Option Spread Calculator - calculates box option spread ... Box Option Spread Calculator - calculates box option spread oppurtunities from user inputedPrice: FREE
License:Freeware
License:Freeware
Option Calculator 1.42
Option Calculator is a small but powerful software for option traders. more>>
Option Calculator is a small but powerful software for option traders. Option Calculator is a small but powerful software for option traders.
Main features:
- calculate the value of put and call options (The Black-Scholes Option Pricing Model)
- calculate implied volatility
- calculate option greeks (delta, vega, gamma, theta)
- see graph of option position (long call option or long put option)
<<lessMain features:
- calculate the value of put and call options (The Black-Scholes Option Pricing Model)
- calculate implied volatility
- calculate option greeks (delta, vega, gamma, theta)
- see graph of option position (long call option or long put option)
Download (493KB)
Added: 2007-06-05 License: Freeware Price:
1017 downloads
Free Option Calculator 1.42
Free Option Calculator was designed as a free solution for option traders more>> Free Option Calculator was designed as a free solution for option traders
Free Option Calculator was designed as a free solution for option traders.
Main features:
- calculate the value of put and call options (The Black-Scholes Option Pricing Model)
- calculate implied volatility
- calculate option greeks (delta, vega, gamma, theta)
- see graph of option position (long call option or long put option)
Download (493KB)
Added: 2008-10-06 License: Freeware Price: FREE
387 downloads
Sales Tax Calculator 1.0
This tool can be very handy at times. more>> The Sales Tax Generator is now available for download. This tool can be very handy at times.
Unique features include the new built-in tax rates.<<less
Download (70KB)
Added: 2008-09-16 License: Freeware Price:
407 downloads
Option Pricing Calculator 1
This free option-pricing calculator can be used to calculate: call price, put price, gamma, delta, theta, Vega, and implied volatility more>>
Option Pricing Calculator 1 brings you a useful application which is designed to calculate: call price, put price, gamma, delta, theta, Vega, and implied volatility. Calculator can use three option-pricing models to calculate prices: Black-Scholes, Binomial American, and Binomial European option price.
<<less Download (2.1MB)
Added: 2006-07-01 License: Freeware Price:
60 downloads
Other version of Option Pricing Calculator
This free option pricing calculator can be used to calculate ... caculate prices: Black-Scholes Option price, Binomial American option price and BinomialPrice: $0
License:Freeware
License:Freeware
This free option pricing calculator can be used to calculate ... Calculator can use three option pricing models to caculate prices: Black-Scholes OptionLicense:Freeware
Abacre Mortgage Loan Calculator 1.0
Abacre Mortgage Loan Calculator 1.0 is a useful software that helps you effectively solve most common cases of home mortgage loan analysis, optimization and refinancing. more>> <<less
Download (1.1MB)
Added: 2009-09-26 License: Freeware Price: Notavailable
downloads
Texas Holdem Hand Calculator 1.0
Texas Holdem Odds calculator allows you to drag cards from a virtual deck to a virtual poker table to display the various win percentages for each han... more>> <<less
Download (541KB)
Added: 2008-09-07 License: Adware Price: Free
423 downloads
Stock Volatility Calculator 1
This is a free spreadsheet that downloads free historical stock data from the Yahoo database into the spreadsheet and calculates the historical (or realized) volatility of the selected stock and graphs the result. more>>
Stock Volatility Calculator 1 offers a versatile solution which can help you to know information of stock.
This is a free spreadsheet that downloads free historical stock data from the Yahoo database into the spreadsheet and calculates the historical or realized volatility of the selected stock. The standard deviation of prices are plotted along side the stock price chart.
The user can freely change the stock used by entering the ticker symbol into the appropriate field and perform a fresh download. Users are also able to change the date range used for the stock data, the number of days back to use for the volatility calculation and the number of volatility days to use.
Major Features:
- This download is an .xls file which requires Micro Excel or compatible programs.
- This calculator models option implied volatility based on the market price of an option and reflects the market's view of future stock price volatility.
- It enters up to 5 option/stock positions, current price, volatility target and target percentage profit.
WareSeeker Editor
Download (70K)
Added: 2009-02-11 License: Freeware Price: $0.00
294 downloads
Bath and Shower CHMod Calculator 1.0
Bath and Shower CHMod Calculator for your personal computer. more>>
Bath and Shower CHMod Calculator for your personal computer.
<<less Download (414.22KB)
Added: 2008-09-09 License: Freeware Price: $0.0
411 downloads
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