價格：免費
更新日期：2018-11-04
檔案大小：20.5 MB
目前版本：1.5.10
版本需求：需要 iOS 10.0 或以上版本。與 iPhone、iPad 及 iPod touch 相容。
支援語言：俄文, 英語
The Orange Options program is a small guide to option strategies with option pricing calculator (absolutely free, no ads).
Basic features:
Options trading strategies
Options pricing
Option "Greeks"
Vertical, horizontal and diagonal strategies (Calendar spreads)
Strategies graph (Profit and Loss diagram for options strategies)
Calculations are performed according to the Black - Scholes - Merton formula.
Glossary of notation
Break-Even Point (BEP): The stock price(s) at which an options strategy results in neither a profit nor a loss.
Volatility: A measure of the fluctuation in the market price of the underlying security. Mathematically, volatility is the annualized standard deviation of returns.
Interest rate: Risk-free interest rate.
Stock price: Price of an underlying asset.
Greeks: The options sensitivities, partial derivatives of the Black - Scholes - Merton formula.
Delta: The option’s sensitivity to small changes in the underlying asset price.
Gamma: The delta’s sensitivity to small changes in the underlying asset price.
Vega: The option’s sensitivity to small changes in the volatility of the underlying asset price.
Theta: The option’s sensitivity to small changes in time to maturity.
支援平台：iPhone