 |
Find implied volatilities for American- or European-style calls and puts. |
|
Calculate trading days to expiration. |
|
Choose Black-Scholes model or any of three binomial models. |
|
From time-of-day of market data, calculate fractional days to expiration. |
|
Find implied vols for bid, ask and bid-ask- average prices. |
|
With click of a button, pull in latest Fed risk-free rate yield-curve data |
|
Calculate value options would have if volatility of underlying were 0%. |
|
Enter expected lumpy dividends as percentage of underlying's price. |
|
To preserve data points when market price of option is less than value would be with 0% volatility, use Marlow negative implied volatility. |
|
Type in implied volatilities and calculate option values. |
| User manual |
|
|
| Calculator |
|
|
| Home |
|
|
