More Information
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OPTION CALCULATOR |
The "Option Calculator" prices options, option spreads, and implies
volatilities.
If you enter an option price, then the volatility is implied.
If you enter a volatility, then the option price is calculated.
In our example, box #2 shows the result of pricing two options with a given
volatility. The trade inputs are shown followed by the price in tick terms
and in dollar terms. Risk statistics (greeks) follow.
Box #3 shows the result of implying volatilities from an option's price.
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