Black-Scholes Options Solver 1.0
Free Version
Publisher 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.
Jan 3, 2018
Version 1.0
This app has been updated by Apple to display the Apple Watch app icon.
About Black-Scholes Options Solver
Black-Scholes Options Solver is a free app for iOS published in the Accounting & Finance list of apps, part of Business.
The company that develops Black-Scholes Options Solver is Squiggly Shark LLC. The latest version released by its developer is 1.0.
To install Black-Scholes Options Solver on your iOS device, just click the green Continue To App button above to start the installation process. The app is listed on our website since 2018-01-03 and was downloaded 1 times. We have already checked if the download link is safe, however for your own protection we recommend that you scan the downloaded app with your antivirus. Your antivirus may detect the Black-Scholes Options Solver as malware if the download link is broken.
How to install Black-Scholes Options Solver on your iOS device:
- Click on the Continue To App button on our website. This will redirect you to the App Store.
- Once the Black-Scholes Options Solver is shown in the iTunes listing of your iOS device, you can start its download and installation. Tap on the GET button to the right of the app to start downloading it.
- If you are not logged-in the iOS appstore app, you'll be prompted for your your Apple ID and/or password.
- After Black-Scholes Options Solver is downloaded, you'll see an INSTALL button to the right. Tap on it to start the actual installation of the iOS app.
- Once installation is finished you can tap on the OPEN button to start it. Its icon will also be added to your device home screen.
