Option Price Calculation Software, What's the best?

Discussion in 'Options' started by JesseJamesFinn, Aug 26, 2014.

  1. xandman

    xandman

    #11     Aug 27, 2014
  2. You cannot calculate a price,only the Greeks and volatility- the price is the bid/offer,you cannot change that, it's a market and demand drives it. I trade, then do the calcs,knowing that a rule of thumb is good enough for trade entry
     
    #12     Aug 28, 2014
  3. Sintra

    Sintra

    Hoadley is perfect for a reasonable price. A simple B&S excel sheet should do the trick as well. If you need advice for professional software(>$2000/month, not sure in what position you are) then PM me.

    You have to keep in mind that you will move along the volatility smile( and that the future volatility will determine a new vola smile) and that the move will take time of course(theta) and skew. These changes(higher or lower implied vola) can have a pretty high impact esspecially for ITM or OTM.


     
    #13     Aug 28, 2014
  4. basically this sums it up....-the price is the bid/offer,you cannot change that, it's a market and demand drives it.
     
    #14     Aug 30, 2014