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Jul 25

On-Line Options Pricing & Probability Calculators

Posted by abiao at 17:54 | Code » Code site | Comments(2) | Reads(14250)
Black-Scholes pricing analysis -- Ignoring dividends:  Lets you examine graphically how changes in stock price, volatility, time to expiration and interest rate affect the option price, time value, the derived "Greeks" (delta, gamma, theta, vega, rho) and the probability of the option closing in the money.   For simplicity, dividends are ignored so you just specify the time to expiration in days rather than entering specific dates.

more at http://www.hoadley.net/options/calculators.htm


weeklyoptions Email Homepage
I think its time for the Black Scholes model
to be revisited. Isn't  there some new approach that advanced Options Traders are using? I think i read on this site some time agoabout a new pricing model. I know some guys who give free options picks who whave been working on such a thing but no real breakthrough so far. any ideas?
Weekly Options Email Homepage
Any updates to my previous request?
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