1.0 Safe to install
Simple and effective Black-Scholes solver designed to assist in pricing various stock option chains. The tool enables users to calculate put/call option prices based on volatility or determine volatility from a put/call option price. Beyond the basic solver functionality, this calculator facilitates sensitivity analysis by allowing you to modify input variables and observe the impact on the final result in real-time.
Key sensitivity study variables include:
- Stock Price
- Option Strike Price
- Risk-Free Interest Rate
In addition to solving the traditional Black-Scholes formula, this calculator offers an option to adjust solutions to accommodate dividends, if relevant to the underlying stock. Users also have the flexibility to exclude dividends from calculations by setting them to zero for obtaining a true original Black-Scholes value.
Standard inputs for the solver comprise:
- Volatility
- Call Price
- Put Price
- Current Stock Price
- Date of Option Expiration
- Stock Dividend Rate
- Risk-Free Interest Rate
The solver provides solutions for:
- Volatility Given Put Price
- Volatility Given Call Price
- Put Price Given Volatility
- Call Price Given Volatility
It is important to note that slight rounding errors may exist in the final solution due to approximations made to solve the cumulative normal distribution function. However, these errors are typically minimal and align closely with outputs from other contemporary Black-Scholes solvers.
Overview
Black-Scholes Options Solver is a Freeware software in the category Business developed by Squiggly Shark LLC.
The latest version of Black-Scholes Options Solver is 1.0, released on 09/20/2024. It was initially added to our database on 09/20/2024.
Black-Scholes Options Solver runs on the following operating systems: iOS.
Users of Black-Scholes Options Solver gave it a rating of 3 out of 5 stars.
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