Options Pricing Suite
Free App
Advertisements
About Options Pricing Suite
Options Pricing Suite is the most comprehensive app for financial option pricing and Greek calculation, with over 50 classes of options & strategies and more than 100 unique payoff types.
Vanilla options cover the Black-Scholes valuation for European calls and puts; American options; stochastic volatility; and an implied volatility calculator.
Exotic option calculations include prices and Greeks for binary, Asian, barrier, lookback, and more complex derivatives.
Common strategies such as bull/bear spreads, straddles, butterfly spreads, and others are also supported.
Graphing functionality allows for visualization of changes in option prices and Greeks. The underlying asset can be a stock (paying dividends), equity index, futures, currency, or commodity.
The user-friendly interface has easy input and extensive help. Automatic and manual saving of parameters allows for instant input and less repetitive typing. Other features include stock price lookup by ticker, interest rate and volatility feeds, and a calendar input for option maturity.
For help, use the info icons to view an explanation of each type of option, and touch any parameter or Greek text label for detailed information on its meaning.
We plan to add support for various other types of options in the future.
Every option pricing screen has been tested extensively, but if you experience any errors or unexpected behavior, or if you have any feedback or questions, please let us know via email xpanalytics@gmail.com .
All option pricing methods are based on the financial theory of option pricing and are calculated by analytical formulas, approximations, or iterative methods. Results should be used for academic and educational purposes only, not for trading or investing.
Vanilla options cover the Black-Scholes valuation for European calls and puts; American options; stochastic volatility; and an implied volatility calculator.
Exotic option calculations include prices and Greeks for binary, Asian, barrier, lookback, and more complex derivatives.
Common strategies such as bull/bear spreads, straddles, butterfly spreads, and others are also supported.
Graphing functionality allows for visualization of changes in option prices and Greeks. The underlying asset can be a stock (paying dividends), equity index, futures, currency, or commodity.
The user-friendly interface has easy input and extensive help. Automatic and manual saving of parameters allows for instant input and less repetitive typing. Other features include stock price lookup by ticker, interest rate and volatility feeds, and a calendar input for option maturity.
For help, use the info icons to view an explanation of each type of option, and touch any parameter or Greek text label for detailed information on its meaning.
We plan to add support for various other types of options in the future.
Every option pricing screen has been tested extensively, but if you experience any errors or unexpected behavior, or if you have any feedback or questions, please let us know via email xpanalytics@gmail.com .
All option pricing methods are based on the financial theory of option pricing and are calculated by analytical formulas, approximations, or iterative methods. Results should be used for academic and educational purposes only, not for trading or investing.
All Application Badges
Free
downl.
downl.
Android
3.0+
3.0+
Bug
buster
buster
Android app
App History & Updates
What's Changed
2/11/2016
Fixed Treasury rate lookup
02/09/2014
Added first batch of option strategies - more to come later
-Bull spread, bear spread
-Straddle, strangle
-Butterfly, condor
-Strip, strap
-Front spread, back spread
01/11/2014
Added interest rate derivatives
-Options on bonds
-Caplets & floorlets
-Swaptions
12/01/2013
Launched Options Pricing Suite
2/11/2016
Fixed Treasury rate lookup
02/09/2014
Added first batch of option strategies - more to come later
-Bull spread, bear spread
-Straddle, strangle
-Butterfly, condor
-Strip, strap
-Front spread, back spread
01/11/2014
Added interest rate derivatives
-Options on bonds
-Caplets & floorlets
-Swaptions
12/01/2013
Launched Options Pricing Suite
More downloads Options Pricing Suite reached 10 000 - 50 000 downloads
Version update Options Pricing Suite was updated to version 1.3
More downloads Options Pricing Suite reached 5 000 - 10 000 downloads
More downloads Options Pricing Suite reached 1 000 - 5 000 downloads
What are users saying about Options Pricing Suite
U
by U####:
by U####:
Pleaseeee let it be possible to price exotic spreads! I can do a great pricing and graphing of two individual one touches' would love to see Greek profiles as a spread
U
by U####:
by U####:
I like it and give a 5 stars. This is an excellent app for different varieties of options. Prices are a very good levels and are somehow near those prices calculated by a banking standard software if data entered are accurate.
U
by U####:
by U####:
I'd like charts to be more detailed and more interactive. But despite of this it is the best app among other similar alternatives. It also has very nice help system built in.
B
by B####:
by B####:
Fast and accurate and easy
D
by D####:
by D####:
It works grt to cal option greeks
M
by M####:
by M####:
Risk management
U
by U####:
by U####:
Accurate with lots of options
U
by U####:
by U####:
Excellent and efficient 4 pro's
U
by U####:
by U####:
Great help
O
by O####:
by O####:
It's different!!
Z
by Z####:
by Z####:
Sent error crash feedback reports but no action yet. I can do these calculations manually but they take more time & need back checked to prevent human errors. Major issue is lack of more explanation of the fields and how to use them correctly to avoid mistakes if one is early in learning curve or having an off day. Fidelity's app lets you simulate a trade. This should work simularly as that is closest to real world. Apps need tutorials to get users! No trade cost fields!
Z
by Z####:
by Z####:
I went throught all (free) applications of option pricing and this was clearly the best. I have not used it for anything real, though.
I
by I####:
by I####:
Crashes when I press the star next to the interest rate for Vanilla European options
Z
by Z####:
by Z####:
Just installed the app two minutes ago.. App totally hung in Symbol Lookup screen
Z
by Z####:
by Z####:
I like it and give a 5 stars. This is an excellent app for different varieties of options. Prices are a very good levels and are somehow near those prices calculated by a banking standard software in a dealing room.
P
by P####:
by P####:
Pretty darn good
Z
by Z####:
by Z####:
Wonderful app! Very useful
V
by V####:
by V####:
Awesome
Z
by Z####:
by Z####:
Perfect . why is it free?
Z
by Z####:
by Z####:
A must have for any option trader. Gives a very good Idicative calculated price for all types of options.
S
by S####:
by S####:
great App for Options. Really !
R
by R####:
by R####:
Nice
R
by R####:
by R####:
Works well
M
by M####:
by M####:
The only problem is the final pricing of the option. You have it priced in 4 decimal For example- 0.1936. Is that 19? Or some european calculation?
M
by M####:
by M####:
Surprisingly, this has a short description but for what I use it for very useful.
R
by R####:
by R####:
Great! Gives me the info I need.
X
by X####:
by X####:
Does a great job of pulling together a huge number of calcs and instruments into one very clean interface.
F
by F####:
by F####:
Great, simple to use pricing app. Thanks!!
K
by K####:
by K####:
I was looking for an app like this, and this is exactly what I need. Thanks!
K
by K####:
by K####:
Good!
by U####:
Works great with no crashes. I don't understand why American Option Prices are shown as European Prices. The prices seem to be accurate, in the ballpark figure of the Bid/Ask price. Is there a tutorial how to figure out what the prices mean. How do I find the Interest Rate and Yield?