FX Option vs Option Calculation

FX Option - is a new calculator for FOREX options. The app has been specifically developed to efficiently price the options. It allows quick and easy calculation of the premium and risk parameters for various types of call and put options. Features: - calculation of risk parameters: delta, vega, theta, gamma, etc - builds a stress-table for the option - sending of detailed calculation and results table to your email or printer - on-the-fly saving of calculation results. Favorites support The app is available in 21 languages.

This is an effective and practical app for calculation of European-style option! Based on BSM Model: • support to calculate option price, implied volatility, put-call parity. • When you calculate option price/implied volatility, the greeks are calculated and show simultaneously. • Support to show option price/delta/gamma for 2D/3D interactively! • Overlay contracts' curve with different days/implied volatility in same graph. For example, to calculate option price: input underlying price, strike price, days to expire, riskless rate, implied volatility, tap the blue button in the bottom, the option price will be calculated and show immediately! Then tap the button in the top right, show function line of delta/gamma and underlying price in theory. Slide to change the underling price, see how price/delta/gamma changes.