YieldRates vs Option Calculation

This app helps visualize U.S. Treasury Security constant maturity market yield trends for current (2024+) and historical (2008-2023) time periods. The values shown are for various maturities from one month to thirty years. Scrollable line charts present all yields over time, while the bar charts display detailed yields for a selected date. While our app utilizes the Federal Reserve Economic Division (FRED) API, please note it is not endorsed or certified by any government or other organization. It is intended for educational use only.

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.