Determine theoretical option prices with this advanced Black-Scholes Calculator
Larry McMillan stresses in his seminars and books that option traders must always trade with a model. The Option Evaluation Software is that model. Using the Black-Scholes model, The Option Evaluation Software calculates option values and related statistics, such as implied volatility and "the Greeks,” and displays them in a clean, easy-to-read grid-like display. It is a necessary piece of software for any serious option trader.
What is the Black-Scholes model?
The Black-Scholes model, introduced in 1973 by Fischer Black and Myron Scholes, is an option valuation model that is the standard method of pricing options.