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Description

Simple Black-Scholes solver that returns put price, call price and volatility values. Quickly change model inputs to see how sensitive a solution is to different inputs.

Simple and effective Black-Scholes solver to help you price different stock option chains. Allows you to calculate put / call option prices given volatility or solve for volatility given a put / call option price. In addition to the standard solver, this calculator lets you test the sensitivity of your answer to the different input variables. Quickly adjust any variable in the equation to see how it affects the final answer. Simply use the provided scroll bars once entering a value to adjust (on the fly) the final answer.

Variables which allow for sensitivity study include:

- Stock Price
- Option Strike Price
- Risk-Free Interest Rate

In addition to solving the standard Black-Scholes formula, this calculator also adjusts the solution to account for dividends (if applicable) in the underlying stock. However, dividends can also be excluded from the calculation and set to zero if the user desires a true original Black-Scholes value.

Standard inputs into the solver include:

- Volatility
- Call Price
- Put Price
- Current Stock Price
- Date of Option Expiration
- Stock Dividend Rate
- Risk-Free Interest Rate

Solutions from the solver include:

- Volatility Given Put Price
- Volatility Given Call Price
- Put Price Given Volatility
- Call Price Given Volatility

Slight rounding errors in the final solution may exist due to the standard approximation made to solve the cumulative normal distribution function. However, the final value with these errors matches closely to many other Black-Scholes solvers available today.

What’s New

Version 1.0

This app has been updated by Apple to display the Apple Watch app icon.

Ratings and Reviews

3.3 out of 5
4 Ratings

4 Ratings

Rorie F. ,

Best options calculator out there!

Best options calculator out there! Simple, easy to use, super helpful. 5 stars!

App Privacy

The developer, Squiggly Shark LLC, has not provided details about its privacy practices and handling of data to Apple.

No Details Provided

The developer will be required to provide privacy details when they submit their next app update.

Supports

  • Family Sharing

    With Family Sharing set up, up to six family members can use this app.

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