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
If you input the correct IV the correct price will come out, or if you enter the going price the correct IV will come out. They calculators are correct and it's most likely your IV value that is off (or just different) that is causing the discrepancy.
Jennie, I got your number: http://www.schaeffersresearch.com/streetools/options/greeks.aspx http://www.hoadley.net/options/optiongraphs.aspx