Options - option calculator 2.3

Option is a sophisticated calculator designed for pricing European and American options. The application has been developed to facilitate accurate and efficient valuation of option premiums and associated risk parameters. It enables users to perform rapid calculations of key metrics for various types of call and put options with ease.

• Valuation of European and American options
• Computation of risk parameters such as delta, vega, theta, gamma, among others
• Includes an implied volatility calculation feature
• Generates stress-test tables and graphical representations for option sensitivity analysis
• Allows export of detailed calculation results and reports via email or direct printing
• Supports on-the-fly saving of calculations with a favorites feature for frequently used data

The application is accessible in 21 languages, enhancing usability for a diverse range of users.