OptionTrader

Traded Options Valuation & Strategy Analysis System

Valuations of Options using:
Black-Scholes or Binomial (Cox-Ross-Rubinstein) valuation methods
Delta (Hedge Ratio)
Gamma and Elasticity calculations
Accommodates Options on Shares, Indexes, Futures and Commodities
Full complement of Valuation charts showing:
Strategy Planning and Analysis with Profit profile Charts of Strategies
Automatic expiry cycle date tables
Implied Volatility calculations
Caters for actual dividend amounts and dividend registration dates in calculations
Historic Volatility calculations on any underlying security
Rapid calculations
Update prices manually or automatically from any INDEXIA Technical Analysis system

Option Price vs Underlying Price.

Option Profit/Loss vs Underlying Price

Option Profit/Loss vs Underlying Price.
Shows Delta Gamma & Elasticity Profiles.

Profit Profile of a Straddle

Profit Profile of a Straddle.