Advanced Option Calculator

The powerful and unique software for option traders. What are your chances in the option trading? This tool gives the answer ! Advanced Option Calculator allows you to find option combinations having positive Mathematical Expectation. Let mathematics work for you.

Advanced Option Calculator
Major features

  • Calculates the fair value of put and call options
  • Calculates implied volatility
  • Calculates option greeks (Delta, Vega, Gamma, Theta)
  • Plots Profit & Loss graph of option position
  • Calculates probability of the underlying security reaching target price
  • Calculates key statistics for analyzing option positions :
  • - max profit - max loss - greeks - probability of profit - probability of loss

Unique Features

  • Calculates probable parameters of option position: - Mathematical Expectation of Profit - Mathematical Expectation of LossNow you can analyse ANY multi-leg option combinations:- vertical spreads
    - straddles
    - strangles
    - synthetic call/put
    - covered calls
    - ratio spreads
    - backspreads
    And more... (except time/calendar spreads)