價格:免費
更新日期:2018-05-20
檔案大小:354k
目前版本:3.0.1
版本需求:Android 4.4 以上版本
官方網站:mailto:prizm.workshop@gmail.com
This options calculator uses the binomial options pricing model, with at least 200 simulation steps, to calculate the American options price based on your inputs of strike price, market spot price, days to expiration and volatility. By tuning the volatility to match with the market price you can understand the implied volatility of the options. The Pro version downloads the stock's daily price history and the daily risk-free interest rate (10 year treasury yield). It calculates the historical volatility, and then gives you the best estimated options value. Because the market valuation of options can vary greatly from their intrinsic value, this tool will help the traders to grasp these rare opportunities, and understand or capture the premium built into the market valuation.