Options Pricing Suite

Options Pricing Suite offers the most comprehensive tool for pricing financial options and calculating Greeks, supporting more than 50 classes of options and strategies with over 100 unique payoff types. It includes valuation models for vanilla options like Black-Scholes for European options, American options, stochastic volatility, and an implied volatility calculator.

The app supports exotic options such as binary, Asian, barrier, and lookback options, plus complex derivatives and common trading strategies including bull/bear spreads, straddles, and butterfly spreads. Visualization features help users graph changes in prices and Greeks, handling underlying assets ranging from stocks and equity indexes to futures, currencies, and commodities.

Designed with a user-friendly interface, it offers easy input, extensive help through info icons, automatic/manual saving of parameters, stock price lookups, interest rate and volatility feeds, and calendar inputs for maturity dates. All calculations are based on robust financial theory and intended for academic and educational use, ensuring users gain deep insight into option pricing and risk measurement.