Black-Scholes Options Solver 1.0

Black-Scholes Options Solver 1.0

Squiggly Shark LLC  ❘ Freeware
iOS
out of 5 votes
Latest Version
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.

Screenshots (Click to view larger)

Secure and free downloads checked by UpdateStar

Stay up-to-date
with UpdateStar freeware.

Latest Reviews

EaseUS Backup Center EaseUS Backup Center
EaseUS Backup Center: Centralized Backup Management for Business
E EaseUS PDF Converter
EaseUS PDF Converter: Ein vielseitiges Tool zur PDF-Konvertierung
Dr. Folder Dr. Folder
Dr. Folder by YL Computing: Simplified Folder Management Tool for Windows
SoftOrbits Photo Background Remover SoftOrbits Photo Background Remover
SoftOrbits Photo Background Remover: Simplified and Effective for Editing Product Photos
SolidWorks SP04.1 SolidWorks SP04.1
SolidWorks SP04.1: A Comprehensive CAD Solution for Engineers and Designers
Home Assistant Home Assistant
Home Assistant: Your All-in-One Smart Home Solution
UpdateStar Premium Edition UpdateStar Premium Edition
Keeping Your Software Updated Has Never Been Easier with UpdateStar Premium Edition!
Microsoft Edge Microsoft Edge
A New Standard in Web Browsing
Google Chrome Google Chrome
Fast and Versatile Web Browser
Microsoft Visual C++ 2015 Redistributable Package Microsoft Visual C++ 2015 Redistributable Package
Boost your system performance with Microsoft Visual C++ 2015 Redistributable Package!
Microsoft Visual C++ 2010 Redistributable Microsoft Visual C++ 2010 Redistributable
Essential Component for Running Visual C++ Applications
Microsoft OneDrive Microsoft OneDrive
Streamline Your File Management with Microsoft OneDrive

Latest Updates


EarthView 7.13.6

Stunning Visuals of Our Planet with EarthView

TimeTrex Time and Attendance 16.15.2.1031

Streamline Your Workforce Management with TimeTrex

EarthTime 7.1.0

Visualize Time Zones with EarthTime: A Unique Desktop Experience

ImageMagick 7.1.2

ImageMagick: Your Ultimate Image Editing Tool

Belarc Advisor 13.1

Belarc Advisor: Your Ultimate System Management Tool