Option - is a new calculator for european and american options. The app has been specifically developed to efficiently price the options. It allows quick and easy calculation of the premium and risk parameters for various types of call and put options.

Features:

- valuation of european and american options

- calculation of risk parameters: delta, vega, theta, gamma, etc

- includes the implied volatility calculation mode

- builds a stress-table and stress-graph for the option

- sending of detailed calculation and results table to your email or printer

- on-the-fly saving of calculation results. Favorites support