Home > Tools > Options Calculator with flexible volatility map out!

Options Calculator with flexible volatility map out!

First version of the Options Calculator is out! The program provides a Java Swing GUI to calculate the profit curves of complex financial option positions. Based on given option prices the current volatility map depending on expiration time and strike prices is calculated. The volatility map is used to calculate the expected volatility of the put in option positions. That means that the volatility skew and/or smile are considered when evaluating the prices of the option position for different times and base prices. Check it out:

Options Calculator v0.0

Have fun,

Sammy.

  1. No comments yet.
  1. No trackbacks yet.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

%d bloggers like this: