Optionsversion 1.0.1nnThis application performs Black Scholes analysis of European Call and Put options. It is extremely user friendly and simple to operate.nIt computes the price of the option and the important Greeks see below.nnThe required inputs are:nOption type: Call or PutnPrice of the underlying securitynStrike PricenTodays DatenExpiration DatenVolatilitynRisk Free interest RatenDividend DatenThe programs outputs are:nPrice the Black Scholes price of the optionnDelta how much the option price changes when the underlying changes by a small amount, measured per1 currency unitnGamma how much Delta changes when the underlying changes measured per1 currency unitnVega how much the option price changes when volatility moves by a small amount measured per 1nTheta how much the option price changes when time moves forward by one daynRho how much the option price changes when the risk free rate changes measured per 1nnnFor more information on Black Scholes, go ton HYPERLINK "http:en.wikipedia.orgwikiBlackscholes" http:en.wikipedia.orgwikiBlackscholes