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Options-R-EZ - Free options trading analysis tools for better investments.
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Options Pricing Calculator Rev1.xls
Black Scholes Pricing Model
Stock Price
Strike Price
Expiration Date (ex. 12/4/04)
Risk Free Rate
Stock Volatility *
Call
Put
Options Price
Intrinsic Value
Time Value
Theoretical Option Price
Overpriced/Undervalued
* Volatility
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Express volatility as a number vs percent (example 53.5 = 53.5%)
-
The Stock Volatility Link will provide you with historical volatility choices for different
time periods.
MSFT is the default.
Change the stock symbol in the upper left hand
corner to your appropriate stock symbol and scroll down and select the volatility that
coincides with your preferred time period.
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