Derivatives ONE features a free option calculator
On the main inputs screen of the calculator, the option contract details such as the Strike, Maturity Date and call or put type can be entered in addition to the market variables such as Spot price, Interest Rate, Volatility and Asset Yield.
On the Model Setup tab of the option calculator, the model can be specified as a Formula, Lattice or Finite Difference. Formulas (such as Black Scholes) are normally preferable when they are available. In some circumstances (such as valuing an American Option) the formulas are merely approximations of the option value and a lattice model may be the optimal choice.
The calculator then outputs the value of the option:
The option greeks are also available:
