Option Courses
Content
The Greeks
Volatility
Directional
Hedging
Glossary

Option ++ Internet instantly and easily calculates price, implied volatility and risk measures ( delta, gamma, theta, vega) for options contracts. Option ++ Internet is a great tool to stress test any simple or complex option strategies you may have. It includes:

• Standard option strategies: straddle, condor, calendar spread…
• Strategies with options and underlying
• All combination of instruments in the limit of 8 different exercise prices

Prices, Volatilities and Risk measures (Greeks) are displayed on the same page than the risk profile graph. It means that you can make instantaneous "what-if" analysis of any strategies.

Option ++ Internet allows you to view prices and Greeks in four formats:

• Prices and Greeks in tick
• Prices in tick and Greeks in %
• Prices in value and Greeks in %
• Prices in value and Greeks in value

Option++ Internet uses professional standard industry models for pricing options:

• European options: Black-Scholes European cash model modified for yield.
• American options: Whaley (quadratic) model.

If you have entered a price, the software will post the implied volatility. If you have entered a measure of volatility, the software calculates a price.

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