Calculate payoffs at expiration for 54 different option strategies. Profit or loss for given underlying price. Break-even points. Risk-reward ratio. Payoff charts. [more…]
Simulate scenarios and what-ifs for any combination of up to 5 legs. Not only at expiration, but at any time, including intraday. Aggregate Greeks, P/L, break-even points. [more…]
Calculate option prices and Greeks using the Black-Scholes-Merton model. Simulate effects of individual parameters on option prices and Greeks. [more…]
Calculate option prices and Greeks with binomial models (Cox-Ross-Rubinstein, Jarrow-Rudd, Leisen-Reimer). Scenario Analysis mode to model combined effects of inputs on option prices and Greeks. [more…]
Calculate historical volatility from historical prices. Supports three historical volatility calculation methods, including centered and non-centered HV. [more…]
Calculate implied volatility from option prices with one click. Model effects of volatility changes on option prices and Greeks. [more…]
Calculate Average True Range (ATR) and Average Range from historical prices. Supports 12 different variations, including the original ATR as introduced by J. Welles Wilder Jr. in 1978. [more…]
Calculate Relative Strength Index (RSI) from historical prices. Supports 3 common versions: the original Wilder’s RSI, simple moving average RSI, and exponential moving average RSI. [more…]
Calculate summary statistics and analyze distributions. Mean, median, variance, standard deviation, skewness, kurtosis, percentiles, standard scores, frequency histogram. Compare data set to normal distribution. [more…]
Is it a one-time payment or monthly/recurring?
One-time payment, yours forever.
Does it work in my version of Excel?
All calculators are standard Excel files (xlsm or xlsx) and work in all versions of Excel from Excel 97 to the latest, also including Office 365 and Excel for Mac. If you have very old Excel (e.g. Excel XP or Excel 2003), each calculator also has a xls version, which is always included.
Does it work in OpenOffice / LibreOffice / Apple Numbers / other spreadsheet software?
The calculators may work in some, but unfortunately we can’t guarantee it and can’t provide support for software other than Microsoft Excel. Generally you need your software to support Excel formulas and (with most calculators) macros.
Does it work for options/markets in my country?
Yes. The calculators can be used with instruments traded in any country or currency. Since 2012, Macroption calculators have been used by customers all over the world, including the US, Europe, Australia, India, China, Japan, Russia, Brazil, and many other countries.
How do I pay? Is it secure?
You can pay by credit/debit card or PayPal. All payments are processed by PayPal, but you don’t need a PayPal account to check out when paying with a card. Contact me for alternative ways to pay (wire transfer, bitcoin).
I have other questions / need more information.
Please contact me.