Option Calculator

The app calculates option prices and option Greeks using Black-Scholes model. It is available for android 2.3 or above. The Black–Scholes model is a mathematical model of a financial market containing certain derivative investment instruments. From the model, one can deduce the Black–Scholes formula, which gives the price of European-style options. lt is widely used by options market participants. Many empirical tests have shown the Black-Scholes price is “fairly close” to the observed prices.