Option Calculation

Calculate option price, vol

Free · Designed for iPad

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 interactively! 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.

  • This app has not received enough ratings or reviews to display an overview.

New feature: Support to show option price graphically, you can see the changes by sliding underlying price.

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 based, for example, 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
      • 5.2 MB
    • Category
      • Finance
    • Compatibility
      Requires iOS 15.0 or later.
      • iPhone
        Requires iOS 15.0 or later.
      • iPad
        Requires iPadOS 15.0 or later.
      • iPod touch
        Requires iOS 15.0 or later.
      • Mac
        Requires macOS 12.0 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
      • © 2025 jiang jin fu