Option Calculator
The window below shows the analysis of a Call Credit Backspread position. On the right is a profit graph of the position with the green line showing the profit at expiration and the blue line at 43 days prior to expiration. The blue line days can be set by entering a value in the Plot Days edit box. In the bottom section of the window is the analysis of the position. The probability of reaching specified profit targets prior to expiration is determined using Monte Carlo analysis.
Option Calculator - Option Position Window
The window below shows the probability of ever exceeding the upside or downside breakeven price levels. Reliability of the calculation can be monitored using the model lognormal mean and model volatility. The mean should be close to zero and the model volatility close to the input volatility. The "Use Interest Model" checkbox enables probability calculation using the risk free interest rate model applicable to stocks. Unchecking this box results in a probability calculation applicable to futures. You can check out an option probability calculator on our partner site.
Option Calculator - Probability Window
The window below shows the probability of ever exceeding the upside or downside breakeven price levels without the use of risk free interest rate.
Option Calculator - Probability Window for Futures
 
Implied Volatility Calculator
 
Stock Price
Strike Price
Option Price
Expire Date
Select Date
Days to Expiration
Option Type : Call
Put
Interest Rate (%)


Implied Volatility (%)


TradeStation Swing Chart Program
Identify the important major swings using these EasyLanguage TradeStation programs. Also included is a PaintBar program for easy identification of up, down, inside and outside bars.
Swing Chart


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