Derivatives Calculator


This is a calculator for options, warrants and other derivatives.


Calculates the Greek +/- values from -20% to +20% at 5% intervals for the option, based on the underlying stock price movements.

Also calculates implied volatility, and charts the calculated values of the option vs the underlying stock price.


Key Points:

   Computes traded options theoreticals

  Sensitivities (Greeks)

  Use either existing ASX options/derivatives symbol or input custom parameters

   Black-Scholes Model

  Binomial Model

  Chart the sensitivities


Quick tips:


To view the calculations for any particular option simply drag it from your options watch list or derivative map.

Click the chart tab at the bottom to view a fair value vs stock price.

Use the drop down menu in the tool bar to change the chart to stock price vs the Greek value of your choice.