
Options Pricing Suite
options-suite
About App
Options Pricing Suite is the most comprehensive app for financial option pricing and Greek calculation, with over 50 classes of options & strategies and more than 100 unique payoff types. Vanilla options cover the Black-Scholes valuation for European calls and puts; American options; stochastic volatility; and an implied volatility calculator. Exotic option calculations include prices and Greeks for binary, Asian, barrier, lookback, and more complex derivatives. Common strategies such as bul
Developer info