Advanced Option Calculator

Advanced option calculator is a stock software from Trader Soft. This software for option traders calculates the fair value of put and call options, implied volatility, Greeks, plots, probability and key statistics. Advanced Option Calculator allows you to find option combinations having positive Mathematical Expectation.

Major Features:
* calculates the fair value of put and call options.
* calculates implied volatility.
* calculates option greeks (Delta, Vega, Gamma, Theta).
* plots Profit & Loss graph of option position.
* calculates probability of the underlying security reaching target price.
* calculates key statistics for analyzing option positions: max profit, max loss, greeks, probability of profit, probability of loss, and more.

Unique Features:
* calculates probable parameters of option position: Mathematical Expectation of Profit, Mathematical Expectation of Loss.
* Now you can analyse ANY multi-leg option combinations: vertical spreads, straddles, strangles, synthetic call/put, covered calls, ratio spreads, backspreads.