Stock Options Analysis

by LYNTON L. ESPINOZA


Finance

free



Use Black & Scholes to know the fair price, the volatility practiced and to analyze the decay of the option price in relation to the time and the price of the stock.With this application you can:- Know the statistics of the closing price, historical volatility and implied volatility of the stock.- Consult the price of the asset (stock or option) of the Bovespa BVMF market, currently B3. (NOTE: 15 minutes delay).- Associate the call and put options (CALLs and PUTs) of the share.- Generate the decay graph of the option according to the time and value of the stock.- Calculate the fair price of the option according to the implied volatility.- Calculate the implied volatility according to the option price.