Option Calculation

Calculate option price, vol

Free · Designed for iPad. Not verified for macOS.

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.

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New feature: show option price/delta/gamma in 3D scene!

The developer, Jinfu Jiang, indicated that the app’s privacy practices may include handling of data as described below. For more information, see the developer’s privacy policy .

  • Data Not Collected

    The developer does not collect any data from this app.

    Privacy practices may vary, for example, based on the features you use or your age. Learn More

    The developer has not yet indicated which accessibility features this app supports. Learn More

    Seller
    • jiang jin fu
    Size
    • 5.5 MB
    Category
    • Finance
    Compatibility
    Requires iOS 16 or later.
    • iPhone
      Requires iOS 16 or later.
    • iPad
      Requires iPadOS 16 or later.
    • iPod touch
      Requires iOS 16 or later.
    • Mac
      Requires macOS 13.0 or later and a Mac with Apple M1 chip or later.
    • Apple Vision
      Requires visionOS 1.0 or later.
    Languages
    • English and Simplified Chinese
    Age Rating
    4+
    Copyright
    • © 2026 jiang jin fu