qouratmarketprice

OVME Option pricer

Market-wide function

What it does

Black-Scholes and a Cox, Ross and Rubinstein binomial tree on the same inputs, the six greeks from each, an implied volatility solver, and multi-leg strategies with a payoff diagram: call, put, spread, straddle, strangle, butterfly and iron condor.

Usage

Type OVME [TICKER] into the command line and press ENTER.

Example: OVME

Status
partial
Command
OVME [TICKER]

Limits: Every price is modelled from the inputs on screen rather than quoted by a venue; the spot and the starting volatility come from the stored price history. For quoted contracts open OMON, and for the shape of implied volatility open SKEW.

Open in the terminal

Open OVME in the terminal

Instruments

Every instrument · every function