is an Excel-based option pricing and analysis system.
Opti-Calc calculates prices, risk parameters and implied volatilities using the Black-Scholes, Garman-Kolhagen and Cox-Rubinstein (binomial) models. It also has the latest option models, such as, the Barone-Adesi and Whaley quadratic approximation and the Bjerksund-Stensland approximation.
Opti-Calc prices European and American style options on bonds, commodities, currencies, futures and stocks. It also calculates sensitivities, such as Delta, Gamma, Kappa (Vega), Rho and Theta.
Opti-Calc enables the production of pricing matrices, risk and return profiles and implied volatility analysis for either individual or portfolios of options.
Opti-Calc runs on
Windows 95/98/Me/NT/2000/Windows 10/11
and is available under the
30-day Trial
license
— the installer is 1 MB.
We’ve catalogued it under
Investment Analysis.
✓
Verified clean. Every Opti-Calc build on SoftLookup is scanned for viruses, spyware, adware, trojans and backdoors. We re-test on every update.
Help fellow users decide. Share your experience with Opti-Calc.