Search App Store

Book
Business
Catalogs
Education
Entertainment
Finance
Food & Drink
Games
Health & Fitness
Lifestyle
Medical
Music
Navigation
News
Photo & Video
Productivity
Reference
Social Networking
Sports
Travel
Utilities
Weather

(iPhone, iPad,
iPod touch,
iPad Mini,
iOS, iPad Air)



OptionCalc
by Joseph Triscari


Calculate the value of a call or put stock option using the Black-Scholes formula and plot relation of value to inputs.

The user can create plots of the option value against stock price, volatility, risk free interest rate, strike price, dividend rate and expiration time.

Likewise, the user can invert a calculation to compute stock price, volatility, risk free interest or expiration given the option price (and other inputs). The user can plot these quantities with option price as the x-axis.

The tool offers the ability to download stock price and estimate the volatility from online history.

Download link

http://itunes.apple.com/app/optioncalc/id306935424?uo=5&at=10ldfa&ct=stwb




OptionCalc by Joseph Triscari on the App Store (iPhone, iPad, iPod touch, iPad Mini, iOS, iPad Air)