OVME Option pricer
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
Instruments
- NVDA NVIDIA Corporation
- AAPL Apple Inc.
- GOOGL Alphabet Inc. Class A
- MSFT Microsoft Corporation
- AMZN Amazon.com, Inc.
- META Meta Platforms, Inc. Class A
- JPM JPMorgan Chase & Co.
- XOM ExxonMobil Holdings Corporation
- USDT-USD Tether
- BTC-USD Bitcoin
- USDC-USD USDC
- ETH-USD Ethereum
- EURUSD Euro / US dollar
- GBPUSD British pound / US dollar
- USD/ZAR US dollar / South African rand
- HSI Hang Seng Index
- FTSE FTSE 100
- IXIC NASDAQ Composite
- IWM iShares Russell 2000 ETF
- SPY State Street SPDR S&P 500 ETF Trust
- GOLD Gold COMEX (Dec'26)
- SILVER Silver COMEX (Dec'26)
- WTI WTI Crude (Nov'26)
- BRENT ICE Brent Crude (Nov'26)