About OPM
The OPM App provides option pricing across numerous models for the following option types: Vanilla, Binary, Barrier, Lookback and Asian. Viewing pricing variance across many different models provides a useful reality...
The OPM App provides option pricing across numerous models for the following option types: Vanilla, Binary, Barrier, Lookback and Asian.
Viewing pricing variance across many different models provides a useful reality check.
Please be aware that the exotics may take a minute or two to calculate as will the vanilla options if the steps parameter is set high enough. Each price displayed represents a distinct model so it does take a little time to work through all the calculations.
Dependent upon applicability to the option type, the following pricing models are used:
- Black-Scholes (vanilla) and Black-Scholes type closed-form solutions (others)
- Monte Carlo simulation (trials and samples per day are user-input variables)
- various flavors of binomial and trinomial trees (time steps is a user-input variable)
- finite difference methods (implicit, explicit, and hopscotch - with and without change of variables - time steps and underlying multiplier steps are user-inputs)
- control variate
Contract user-input variables are (of course):
1) underlying (spot/future)
2) strike
3) volatility
4) days to expiration
5) risk-free rate
6) underlying yield.
For barrier options, barrier up and barrier down are user-input. Additionally, due to the lack of asian trees recombining, asian time steps are a separate input.
Feb 8, 2023
Version 1.02
iOS 16 compatible
Previous Versions
Here you can find the changelog of OPM since it was posted on our website on 2016-09-29 22:07:44.
The latest version is 1.02 and it was updated on 2024-04-22 09:38:09. See below the changes in each version.
OPM version 1.02
Updated At: 2023-02-08
Changes: Feb 8, 2023
Version 1.02
iOS 16 compatible
OPM version 1.00
Updated At: 2011-02-17
Disclaimer
Official App Store Link
We do not host OPM on our servers. We did not scan it for viruses, adware, spyware or other type of malware. This app is hosted by Apple and passed their terms and conditions to be listed there. We recommend caution when installing it.
The App Store link for OPM is provided to you by apps112.com without any warranties, representations or guarantees of any kind, so access it at your own risk.
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