Option Chain Implied Volatility Calculator and Dynamic Display Engine

Desktop option-chain implied- volatility calculator and dynamic display engine

	Import a CBOE-formatted file of an option chain.		From time-of-day of market data, calculate fractional days to expiration.
	Find implied volatilities for all American- or European-style calls and puts in option chain.		Bring in current risk-free interest rates from Federal Reserve daily update H.15.
	Choose Black-Scholes model or any of three binomial models.		Automatically calculate the geometric risk-free rate for any option's time to expiration.
	Click on any option in chain and find its implied vols for bid, ask and bid-ask- average prices.		Enter expected lumpy dividends as percentage of underlying's price.
	Calculate value options would have if volatility of underlying were 0%.		Type in implied volatilities and calculate option values.
	To preserve data points when market price of option is less than value would be with 0% volatility, use Marlow negative implied volatility.		Batch export implied volatilities in Excel-friendly csv files.
	Calculate trading days to expiration.		Export option-chain implied vols for display in display engine.

The new, stand-alone dynamic display engine is better than a volatility surface. It allows you to:
	Import the implied-volatility files that the calculator exports	Compare historical or realized volatilities (the yellow dot on the left and the yellow line on the right) with implied volatilities.
	Examine implied volatility smiles for any time to expiration in the option chain.	Use Marlow Negative Implied Volatility to identify option prices that are lower than the values would be if the underlying had zero volatility.
	Examine the term structures of implied volatility for an entire option chain.	To see screen captures of how the display engines displays volatility smiles and term structures of implied volatility, click here.
	Examine how implied-volatility smiles and term structures differ for all the different market prices: call-bid, call-ask, call bid-ask average, put-bid, put-ask and put bid-ask average. A volatility surface can show you only one of these implied volatilities at a time.

Purchase the new option chain implied volatility calculator and dynamic display engine

To purchase and download the option-chain implied volatility calculator (Windows only) for $14.95, click
To purchase and download the display engine (Windows only) for $9.95, click
To check out, click

Download user manual
To download for free the user manual for the option-chain implied-volatility calculator and dynamic display engine, click here.

Download example data used in user manual
To download data files used in user manual, click here.