Options!

Options! (version 1.0.1)

This application performs Black Scholes analysis of European Call and Put options. It is extremely user friendly and simple to operate.
It computes the price of the option and the important Greeks (see below).

The required inputs are:
Option type: Call or Put
Price of the underlying security
Strike Price
Today’s Date
Expiration Date
Volatility
Risk Free interest Rate
Dividend Date
The program’s outputs are:
Price – the Black Scholes price of the option
Delta – how much the option price changes when the underlying changes by a small amount, (measured per 1 currency unit)
Gamma – how much Delta changes when the underlying changes (measured per 1 currency unit)
Vega – how much the option price changes when volatility moves by a small amount (measured per 1%)
Theta – how much the option price changes when time moves forward by one day
Rho - how much the option price changes when the risk free rate changes (measured per 1%)

For more information on Black Scholes, go to
HYPERLINK "http://en.wikipedia.org/wiki/Black_scholes" http://en.wikipedia.org/wiki/Black_scholes