Introducing the free OptionCity Calculator
The first stand-alone calculator
(OC Calculator) handling both
stochastic (random) volatility and
stock price jumps.
Benefits for traders: Having a good trading program can improve your
trading decisions. You can better leverage your correct investment insights and
reduce the impact of mistakes when you're wrong. Over time, this can help you to
earn more from your investments. If you want to translate an opinion about a
stock into an option trade, now you can have more confidence that the option
price is statistically fair or in your favor.
Benefits for financial engineers and researchers: If you're
implementing your own valuation codes, having a third party source can help you
validate your own work, saving time and money.
Benefits for all users: Now, you can convert your own assumptions about volatility
and price jumps into fair values for options. Or, you can see what assumptions fit the
With the calculator, you can:
- Rapidly generate option prices with Greeks
(sensitivity to parameters)
- Rapidly generate realistic 'smile' charts
- Validate results with multiple numerical methods:
Lattice, Series, Monte Carlo
The OC Calculator is currently available at no charge.
Learn more about the
How to contact OptionCity.net
- Electronic mail
- General Information & Support: ocinfo (atsign)