Calculate Option Values
Ownership of this site
This calculator is provided as a free service by Aitken Creek Ventures Pty Ltd (ABN 90 611 692 730), a company based in Victoria, Australia.
Model
The calculator uses the standard Black & Scholes option pricing model. There are options to calculate the premiums on Call and Put options, and the implied volatility of Call and Put options.
Using the model
The spot price of the underlying commodity, and the strike price of the option should be entered in dollars. If another measure is being used such as a foreign currency or commodity index this can also be accomodated. For an Implied Volatility calculation, the premium of the option should be entered on the home page in cents. For a standard premium calculation the current volatilty of the underlying commodity must be entered into the home screen in percent per annum. The valuation date will generally be today's date however you can also value the options as at a future date. Both the valuation date and expiry date can be entered in several different formats, whichever format you use must be selected from the 'Date format' dropdown box. The risk-free rate is an interest rate such as the central government offical cash interest rate and should be entered in percent per annum.
Further enhancement
We are happy to consider requests to expand the functions of this website, especially if you have a regular ongoing need for an option-related calculation.
Liability
This calculator is an estimate only and you should check the results with indepedant sources. While the figures are provided in good faith you accept that Aitken Creek Resources Pty Ltd will not be liable for any loss or damage you may incur as a result of using this website.
Contact Us
For enquiries please contact Mark McIlroy at mark.mcilroy3@gmail.com