期权计算器DerivaGem Version 2.01
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Volatility
Minimum X value Maximum X value
1.00% 2wenku.baidu.com0.00%
Option Data Option Type:
Binomial: American
Imply Volatility
70 60 50
Call
Option Price
Time to Expiration: Exercise Price: Tree Steps:
2.0000 52.00 2
Put
40 30 20 10 0 1.00% 21.00% 41.00% 61.00% 81.00% 101.00% 121.00% 141.00% 161.00% 181.00%
Price: 4.48845853 Delta (per $): -0.4145299 Gamma (per $ per $): 0.03414557 Vega (per %): 0.1312765 Theta (per day): -0.0117915 Rho (per %): -0.0840234
Equity_FX_Index_Futures_Options
Underlying Data Underlying Type:
Equity
Time
Dividend
Graph Results Vertical Axis:
Option price
Horizontal Axis: Stock Price: Volatility (% per year): Risk-Free Rate (% per year): 50.00 30.00% 5.00%
Volatility
Page 1
Minimum X value Maximum X value
1.00% 2wenku.baidu.com0.00%
Option Data Option Type:
Binomial: American
Imply Volatility
70 60 50
Call
Option Price
Time to Expiration: Exercise Price: Tree Steps:
2.0000 52.00 2
Put
40 30 20 10 0 1.00% 21.00% 41.00% 61.00% 81.00% 101.00% 121.00% 141.00% 161.00% 181.00%
Price: 4.48845853 Delta (per $): -0.4145299 Gamma (per $ per $): 0.03414557 Vega (per %): 0.1312765 Theta (per day): -0.0117915 Rho (per %): -0.0840234
Equity_FX_Index_Futures_Options
Underlying Data Underlying Type:
Equity
Time
Dividend
Graph Results Vertical Axis:
Option price
Horizontal Axis: Stock Price: Volatility (% per year): Risk-Free Rate (% per year): 50.00 30.00% 5.00%
Volatility
Page 1