Best options calculator out there!
Best options calculator out there! Simple, easy to use, super helpful. 5 stars!
Free
About
This tool calculates stock option prices using the Black-Scholes model. It allows users to input various parameters like stock price, strike price, and expiration date to determine put and call option values. You can also solve for implied volatility or test the sensitivity of results to different inputs.
✓Black-Scholes option pricing
✓Solve for implied volatility
✓Sensitivity analysis
✓Dividend adjustment
✓On-the-fly variable adjustment
✓Put and Call option calculation
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What's New in Black
1.0
January 3, 2018
This app has been updated by Apple to display the Apple Watch app icon.
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FAQ
What is the Black-Scholes Options Solver used for?
Black-Scholes Options Solver is used to calculate the theoretical price of put and call options. It can also solve for implied volatility given an option's price and other market variables.
Does Black-Scholes Options Solver support dividends?
Yes, Black-Scholes Options Solver adjusts its calculations to account for dividends on the underlying stock. Users can also choose to exclude dividends for a pure Black-Scholes value.
Can I see how changes in variables affect option prices in Black-Scholes Options Solver?
Yes, the app offers a sensitivity study feature. You can quickly adjust variables like stock price, strike price, and interest rate using scroll bars to see their immediate impact on the final option price.
What are the main inputs for Black-Scholes Options Solver?
Key inputs include volatility, call price, put price, current stock price, option expiration date, stock dividend rate, and the risk-free interest rate.
What are the outputs from Black-Scholes Options Solver?
The solver provides outputs such as volatility given put or call price, and put or call price given volatility. It calculates these based on the standard Black-Scholes formula.
Is Black-Scholes Options Solver available on all devices?
Based on the provided data, Black-Scholes Options Solver is supported on iPhone and iPod devices.
How accurate is Black-Scholes Options Solver?
Slight rounding errors may exist due to approximations in solving the cumulative normal distribution function. However, the final values closely match those from many other Black-Scholes solvers.
Does Black-Scholes Options Solver have ads?
No, Black-Scholes Options Solver does not contain advertisements, as indicated by the 'hasAds' flag being false.
