- Option Strategy Payoff Calculator
- Option Strategy Simulator
- Black-Scholes Calculator
- Implied Volatility Calculator
- Historical Volatility Calculator
- Average True Range (ATR) Calculator
- Relative Strength Index (RSI) Calculator
- Descriptive Statistics Calculator
Options and Volatility Calculators
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 implied volatility from option prices with one click. Model effects of volatility changes 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…]
Technical Analysis Calculators
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 analyse distributions. Mean, median, variance, standard deviation, skewness, kurtosis, percentiles, standard scores, frequency histogram. Compare data set to normal distribution. [more…]
Frequently Asked Questions
Is it a one-time payment or monthly/recurring?
One-time payment, yours forever.
Does it work in my version of Excel?
All calculators works in all versions of Excel from Excel 97 to Excel 2016, also including Office 365 and Excel for Mac. Most were developed in Excel 2010 or Excel 2016 and tested in other versions. For older versions you may need to use a different version of a calculator, 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.
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.
I have other questions / need more information.
Please contact us.