Options Pricing Suite is the most comprehensive app for calculating financial option prices and greek , with over 40 classes of options and more than 100 unique payoff types.
Vanilla options cover the Black-Scholes valuation for European calls and puts; American options; stochastic volatility; and an implied volatility calculator.
Exotic option calculations include prices and Greeks for binary, Asian, barrier, lookback, and more complex derivatives.
Graphing functionality for every option allows for easy visualization of changes in prices and Greeks. For even more flexibility, the underlying asset can be a stock (paying dividends), equity index, futures, currency, or commodity.
The user-friendly interface has easy input and extensive help. Automatic and manual saving of parameters allows for instant input and less repetitive typing. Other features include stock price lookup by ticker, interest rate and volatility feeds and calendar input for option maturity.
For help, touch the info icons to view an explanation of each type of option, and touch any parameter label or Greek label for detailed information on its meaning.
We plan to add many more features over time, such as valuation of options strategies (straddles, spreads, etc.), and fixed income products including swaptions, bond options, and caplets/floorlets.
Every option pricer has been tested extensively, but if you experience any errors or unexpected behavior, or if you have any feedback or questions, please let us know via email xpanalytics@gmail.com .
All prices are based on the financial theory of option pricing and are calculated by analytical formulas, approximations, or iterative methods. Results should be used for academic and educational purposes only, not for trading or investing.