Options Plot

Options Plot provides a powerful visualization environment to unravel the behaviour of financial options. It is a flexible educational tool that will help the user gain intuition into options pricing.



FEATURES
* Answers questions such as:
  ° How does the Value of a Put option change with volatility and rates?
  ° How does the Vega of a Call Spread evolve with time while varying spot?
* For a custom options strategy the application computes and displays
  ° Value, Δ, Γ, Vega or Θ
against two variables chosen from
  ° spot, time, volatility or rates.
* More than 50 plotting configurations per strategy!
* Strategies are fully defined by the user or selected from a pre-defined set.



IMPLEMENTATION DETAILS:
* Computations are multi-threaded.
* The formulas are standard Black-Scholes. See, for example, "The Complete Guide to Option Pricing Formulas" by Espen Gaarder Haug.
* The chart engine is AChartEngine, a flexible charting library for Android.
* Currently the user supplies strategies composed of European options. Future versions will include Digitals and perhaps other payoffs.