Option Pricer app for iPhone and iPad

4.6 ( 3796 ratings )

Business Education
Developer: Stefan Fleischer

Free

Current version: 1.101, last update: 7 years ago
First release : 02 Dec 2014
App size: 2.35 Mb

Simple Black Scholes Option Calculator

Following Equity Options are supported in this version:

Plain Vanilla Equity Option

Barrier Equity Option

Simple Look Forward Equity Option

Square Power Equity Option

Put underlying spot price, strike, expiry time, volatility and risk free interest rate into the textfields.

The Option Pricer Calculator calculates the premium value and the main Greeks (Delta, Gamma, Theta and Vega )

The equity options are priced with the closed Black Scholes formula.