Option Analytics

Description

Option Analytics is a financial options calculator, pricing calls and puts for both European and American options. Implied volatilities can be calculated and risk measures Delta, Gamma, Rho, Theta, and Vega are returned.

Option price and greeks are displayed in plots for easy visualization. Option portfolios can be created to combine combinations of calls and puts for more complicated strategies. One can easily create, evaluate, and plot strategies such as the straddle, bull and bear spreads, butterlies, two-by-one's.