# Options Pricing Monte Carlo — Options & Financial Calculator

> Financial calculator for options pricing using Monte Carlo and Black-Scholes models. (iPhone/iPad app by Tenacious App Production, LLC.)

- Source: https://appshunter.io/ios/app/options-pricing-monte-carlo/id1364308279 (this page in markdown: same URL + `.md`)
- Developer: [Tenacious App Production, LLC](https://appshunter.io/developer/1364308278)
- Category: Finance, Education
- Price: Free with in-app purchases
- Rating: 5.00/5 from 3 App Store ratings
- Age rating: 4+
- Requires: iOS 13.0 · 4 MB
- Languages: American English
- Released: 2018-03-27
- Data updated: 2026-06-01
- Monetization: free
- User reviews in markdown: https://appshunter.io/ios/app/options-pricing-monte-carlo/id1364308279/reviews.md

## What is Options Pricing Monte Carlo?

The Options Pricing Monte Carlo app prices power options: max(S^i -K,0) or max(K-S^i,0). It also shows the % of paths with positive payoffs. The normal inverse is calculated with Beasley-Springer-Moro method.

The Heston tab is used to price options under stochastic volatility using Monte Carlo. 

It also prices European options using Black-Scholes and can also calculate Implied Vol. Normal is calculated by direct integration using Simpson method with a low tolerance. 

So 4 calculators in one:
- Monte Carlo simulator for regular European and Power options.
- Monte Carlo simulator for European options with stochastic vol (Heston model). 
- Black Scholes calculator for price and greeks and implied vol.
- Simulation tab lets you visualize Brownian Motion with drift. (2D or vs time).

## Key features

- Monte Carlo simulation for power options
- Heston model for stochastic volatility
- Black-Scholes calculator
- Implied volatility calculation
- Brownian motion visualization

## Pricing and in-app purchases

Base price: Free.

**One-time purchases**

| Purchase | Price | Type |
| --- | --- | --- |
| Diamond Bag | $1.99 | one-time |
| Large Diamond Bag | $2.99 | one-time |
| Mega Diamond Bag | $3.99 | one-time |



## Frequently asked questions about Options Pricing Monte Carlo

### What financial models does Options Pricing Monte Carlo use?

Options Pricing Monte Carlo utilizes the Monte Carlo simulation for power and European options, the Heston model for stochastic volatility, and the Black-Scholes model for pricing, Greeks, and implied volatility.

### Can I visualize financial processes with Options Pricing Monte Carlo?

Yes, the app includes a simulation tab that allows you to visualize Brownian Motion with drift in 2D or against time.

### What is the pricing for Options Pricing Monte Carlo?

Options Pricing Monte Carlo is available for free.

### What devices is Options Pricing Monte Carlo compatible with?

Options Pricing Monte Carlo is compatible with iPhone, iPad, and iPod devices.

### How often is Options Pricing Monte Carlo updated?

The latest version, 2.2.0, was released on February 26, 2021. The app was initially released on March 27, 2018.

### What is the age rating for Options Pricing Monte Carlo?

Options Pricing Monte Carlo has an age rating of 4+.

### Does Options Pricing Monte Carlo have ads?

No, Options Pricing Monte Carlo does not contain advertisements.

### What are the key features of Options Pricing Monte Carlo?

Key features include Monte Carlo simulation for various option types, Heston model for stochastic volatility, Black-Scholes calculations, and Brownian motion visualization.

## Version history (last 5 releases)

### 2.2.0 — 2021-02-26

Completely new UI.

### 2.1.2 — 2018-08-09

Increased the maximum number of simulations to 400,000,000.

### 2.1.1 — 2018-06-12

New screenshots and minor changes to the help page.

### 2.1.0 — 2018-06-09

Thank you for using the Options Pricing Monte Carlo App. 
New in this version: 
- added the Simulation tab, which shows live Monte Carlo simulations. 
- removed the Bond Yield calculator, which is a stand-alone app
- run 350,000,000 simulations in 20 seconds!!!!
- fixed a bug in the Heston Model controller
- minor UI enhancements

### 2.0.1 — 2018-04-25

Thank you for using the app. New in version 2.0.1: 
- made sure initial diamonds >0 at installation time
- minor UI fixes

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All apps by Tenacious App Production, LLC: https://appshunter.io/developer/1364308278

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*Data collected daily from the US App Store and indexed by [AppsHunter](https://appshunter.io/). User reviews are verbatim App Store reviews. Ratings, prices and chart positions refresh continuously; this snapshot is from 2026-06-01.*