Web based accurate options pricing

Discussion in 'Options' started by jgiasi, Jul 25, 2006.

  1. jgiasi


    Can anyone advise on a free web based options pricing tool that provides the most accurate pricing and greek calculation. I have been using the CBOE's one but the pricing is off from the empirical quotes. As such, how dependable are the corresponding Greeks. Can anyone advise on a calculator that is reliable.

    Thanks, Jennie
  2. Tums


  3. Hi Jennie,

    If you plug in the IV, CBOE's calculator does return the proper option pricing, in my experience. Two possibilities:

    1) If you're looking at futures options, there are some complexities that the Black-Scholes model doesn't work so well for. (Black is the typical alternative)

    2) You don't have the proper IV.