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Introducing the free OptionCity Calculator

The first stand-alone calculator (OC Calculator) handling both stochastic (random) volatility and stock price jumps.

Benefits for traders: Having a good trading program can improve your trading decisions. You can better leverage your correct investment insights and reduce the impact of mistakes when you're wrong. Over time, this can help you to earn more from your investments. If you want to translate an opinion about a stock into an option trade, now you can have more confidence that the option price is statistically fair or in your favor. 

Benefits for financial engineers and researchers:  If you're implementing your own valuation codes, having a third party source can help you validate your own work, saving time and money. 

Benefits for all users:  Now, you can convert your own assumptions about volatility and price jumps into fair values for options. Or, you can see what assumptions fit the marketplace.

With the calculator, you can:

  •  Rapidly generate option prices with Greeks
     (sensitivity to parameters)
  •  Rapidly generate realistic 'smile' charts
  •  Validate results with multiple numerical methods:
      Lattice, Series, Monte Carlo 

 The OC Calculator is currently available at no charge.

Learn more about the OptionCity Calculator

 

How to contact OptionCity.net

Telephone
949-720-9614
Electronic mail
General Information & Support:    ocinfo (atsign) optioncity.net
 

 

New to options or have questions? Try our
· Glossary
· FAQs

 

 

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