Options Valuer (AU)

Enhance Your Options is pleased to offer the Options Valuer.

Determine the theoretical price of any option based on the Black-Scholes model.

This version is designed for the Australian Stock Market with Option Expiry dates entered for both Shares and Index Futures, or calculate for any expiry date.

Choose between the following:
Puts or Calls
Shares or Futures
Weekly or Monthly Expiries
Continuous or Discrete Dividends

Instantly see how the option values are affected by dragging the Volatility and Underlying Price sliders.

Change the calculation date to see what the option will be worth at a future date.

Adjust for an upcoming dividend.

View the output in table or chart form, by simply dragging to the left or right.

Help text is provided in the application.