This free option-pricing calculator can be used to calculate: call price, put price, gamma, delta, theta, Vega, and implied volatility. Calculator can use three option-pricing models to calculate prices: Black-Scholes Option price, Binomial American option price and Binomial European option price.
What's new in version 1
ReleaseNovember 7, 2008
Date AddedJuly 4, 2006
Operating SystemsWindows, Windows 98, Windows 2000, Windows XP