OptionGreeks 4+

Joao Frasco

Designed for iPad

    • 3.0 • 2 Ratings
    • $4.99

Screenshots

Description

OptionGreeks is an educational tool to help users understand option pricing. Options are derivative instruments, which can be traded on stock markets / exchanges around the world. They are derivatives in that their values and contracts are derived from the "price" of some other financial instrument (including individual shares, bonds, commodities, exchange rates, interest rates etc., or indices of these). Options come in many variants, but this app focuses on European options (only exercisable at expiry). It covers Calls and Puts, from the buyer's (long) and seller's (short) perspectives.

The Strategies tab includes many different option strategies (a combination of one or more options, as well as the underlying asset), so that you can see the payoff profile, price and the greeks for these strategies / combinations.

The Options tab will calculate the theoretical price of options, given the user's choice of the relevant parameters (using sliders) which include the spot price of the underlying instrument, the strike price of the option, the risk-free interest rate (discount rate), the volatility of the underlying spot price (implied volatility), the yield of the underlying instrument, and the term to maturity (or expiry) of the option (in days). It will also calculate the values of the "Greeks", which includes delta, gamma, theta, rho, vega, and epsilon. It displays all of these in charts against each of the underlying parameters (as selected by the user).

The Calculator tab will calculate all of the above using a more traditional calculator, allowing you to enter actual amounts precisely (instead of using sliders). It also provides a graphical representation dynamically changing as the parameters change.

What’s New

Version 2021.09.30

Updated to iOS 15.0!

Ratings and Reviews

3.0 out of 5
2 Ratings

2 Ratings

!(O_O)? ,

Why underlying price is maximum only 200?

There’s no explanation about how yo use it. I’m add m confused.

App Privacy

The developer, Joao Frasco, 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

Supports

  • Family Sharing

    Up to six family members can use this app with Family Sharing enabled.

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