OptionGreeks vs Option Calculation

Every option strategy, explained by the math that prices it — not by a stranger's opinion. OptionGreeks turns Black-Scholes, the Greeks, and 37 real strategies into charts you can drag, scrub, and understand. WHAT YOU CAN DO • Price European and American options with live Black-Scholes and binomial calculations. Adjust spot, strike, volatility, rate, dividend yield, and time to expiry and watch price, Delta, Gamma, Theta, Vega, Rho, and Epsilon respond instantly. • Explore all 37 catalog strategies — Covered Calls, Iron Condors, Butterflies, Calendars, Straddles, Strangles, and more — each with a payoff chart, risk profile, and breakevens. • Build a single option or a multi-leg strategy in the precision Calculator, with memory registers and clear parameter units. • Solve implied volatility backwards from a market price with the built-in IV solver. • See time decay and volatility crush as animations, and map spot price × volatility with the interactive heatmap. • Start with the free 10-lesson Learn course. A skippable onboarding guide explains the app, the Calculator, and how strategies fit together. • Ask the on-device AI tutor to explain a position or suggest strategies from a plain-language market view when Apple Intelligence is available. • Save custom strategies, favorite catalog presets, and share charts as images. Pin a Strategy of the Day or saved strategy to your Home Screen. PRIVATE BY DESIGN Every calculation runs on your device. The AI tutor is on-device Apple Intelligence; no positions or questions are sent anywhere. No account, sign-in, tracking, or ads. FREE TO START The Option tab, Calculator, 11 starter strategies, and first 3 lessons are free. OptionGreeks Pro is a one-time purchase, not a subscription, unlocking all 37 strategies, all 10 lessons, heatmap and animation features, unlimited saves, and AI features. Optional tips support development but do not unlock features. OptionGreeks is an educational tool. Nothing in this app is financial advice, and nothing here predicts what any market will do.

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.