Can price any combination of:
- Calls or Puts
- European or American style
- Cash-or-nothing or Asset-or-nothing
- Option value or Implied vol.
Implied vol is calculated using the standard Newton-Raphson iteration.
You can enter your own volatility estimates or calibrate the underlying to market data using two methods, a simple sample variance or the Garman-Klass Open/Hi/Lo/Close estimate.
Comments/suggestions/criticisms/force close reports are welcome.
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