OptionRaptor 1.2 for PalmOS

Features

Screen Shot OptionRaptor calculates the theoretical value of Call and Put options given inputs supplied by the user. In addition, OptionRaptor can provide further important values as the 'greeks' (delta, gamma, etc.).

Best of all, OptionRaptor allows you to derive an option's implied volatility, given the market price of the option.

OptionRaptor uses either a modified Black-Scholes option pricing model to value European style options (those that can be exercised only at expiration) or a 30 step Binomial Tree algorithm to approximate the value of American style options (those that can be exercised at any time).

Requirements

OptionRaptor is designed for Palm and compatible handhelds with PalmOS 2.0 or greater. It requires about 30K of free memory plus 50K for the MathLib shared library.

Get It

Download OptionRaptor (about 30k). The MathLib shared library is included for your convenience.

OptionRaptor is Shareware. Unregistered copy of this software product can be used for a limited evaluation time (10 days, starting from the first time of use).

If you would like to register in order to obtain a permanent key, please send me an email.

Maintenance Notes

Version 1.2, July 01, 2007: adapted to Garnet OS.

Version 1.1, August 21, 2002: support for American options and dividend yields.

Version 1.0, December 9, 2000: original release.