Online Option Calculator

1. Professional risk tool Now you can analyse options just like propriety traders and market makers. Online Option Calculator is a free to use online derivative risk calculator for educational purposes.
This tool has an easy-to-use interface, which gives the user the ability to set up risk parameters and enter positions with great ease.
Packed with multiple pricing models the Online Option Calculator makes it possible to analyse and study strategies just like professionals traders and market makers.2. Analyse advanced strategies. Work with SKEW and Manage your risk parameters like Delta, Gamma, Theta, Vega and Rho. With the Online Option Calculator you now have the ability to set up and analyse various option strategies like:
Butterflies, Time-Spreads, Call / Put Spreads, Boxes, Straddles, Jelly Rolls, Strangles, Conversions and Reversals and many other combinations of stock and option positions.3. Manage portfolio's. Organize up to 10 option classes with each 80 strikes, 14 dividends and 20 expirations. Control and master risk parameters like DELTA, GAMMA, VEGA, THETA and RHO (Greeks) on index and single stock option portfolios. This allows you to analyse and learn how changing Volatility's and Skew in the financial markets influence the profit and loss on strategies analysed.Why Free The Online Option Calculator site is for educational purpose only. We hope that you enjoy using the Online Option Calculator and help us to build it.
At present our dedicated team is working hard to improve the site and add functionalities.
All accounts you open will always stay FREE of costs and without ANY hidden charges what so ever.Functionalities of the Online Option Calculator!

Save positions and strategies in personal accounts

Set up and manage 10 Asset Classes per account

Enter up to 80 strikes per asset classes, thus 800 strikes per account

Use stock positions to optimal hedge options delta's

Different interest rates per expiration

Analyse what-if scenario's by changing stock prices

Analyse what-if scenario's by changing portfolio dates

Analyse time decay on your derivative positions

Enter up to 14 discrete dividends for stock classes

Set dividend to continuous yield for index classes

Enter up to 20 expirations per asset classe.

Analyse Corporate actions by changing the option contract sizes (e.g. super dividends, (reverse)stock split)

Analyse European or American style option exercising

Use future or underlying spot prices

Advance models like the Black & Scholes model and binomial Cox, Ross, Rubinstein model

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