Option Calculator

Advanced Option Calculator

The powerful and unique software for option traders. What are your chances in the option trading? This tool gives the answer ! Advanced Option Calculator allows you to find option combinations having positive Mathematical Expectation. Let mathematics work for you.

Advanced Option Calculator

Major features

• calculates the fair value of put and call options

• calculates implied volatility

• calculates option greeks (Delta, Vega, Gamma, Theta)

• plots Profit & Loss graph of option position

• calculates probability of the underlying security reaching target price

• calculates key statistics for analyzing option positions :
   - max profit
   - max loss
   - greeks
   - probability of profit
   - probability of loss
  And more...

Unique features !

• calculates probable parameters of option position:
   - Mathematical Expectation of Profit
   - Mathematical Expectation of Loss
  Now you can analyse ANY multi-leg option combinations:
  - vertical spreads

  - straddles

  - strangles

  - synthetic call/put

  - covered calls

  - ratio spreads

  - backspreads

  And more... (except time/calendar spreads)