Posts Tagged ‘Options’

Options Calculator with flexible volatility map out!

April 22, 2012 Leave a comment

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,