This is a simple option calculator using the
analytical mathematical formulas of Black and
Scholes.
There are two ways of doing the calculation. You
can calculate the price given the implicit
volatility or calculate the implicit volatility
given a options price.
The Greeks are also calcuted. By default the
result is shown in absolute values. You can choose
to see the values in relative terms. Then it is
shown in percents of the options price. The
relative value may be more representative in some
circumstances.
For Digital Option (Cash-or-nothing) the price,
delta and omega is calculatable.
The Options Calculator is using the Black and
Schole calculator component from project DeriLab©.