Option Profits - A simple and powerful way to model option pricing. This app has been designed to quickly graph the likely pricing of option positions.
Features:
- Build profit/loss diagrams for complex option orders.
- Calculate the Delta, Gamma, Theta, Vega, and Rho for single or multi-leg option orders.
- At-a-glance view allows you to see how option prices are likely to change as the underlying stock price moves.
- Visualize how your portfolios greek values change using simple, easy-to-understand charts.
- Modify parameters like Days Until Expiration, Volatility, and Interest Rate to see how prices are likely to change.
- Analyze single call or put options, or combine them into complex option spreads. Straddles, Strangles, Iron Condors, and Credit Spreads can all easily be modeled.
- Built on top of the powerful Black-Scholes option pricing model.
- Instantly see Max Profit, Max Loss, and Break-Even Points for any combination of options.