Option Pricer & Risk Profiler

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The Options Calculator web-app is an interactive online European-style financial options pricing, profiling and analysis tool.
It is aimed for gaining an intuitive understanding of options pricing and the Greeks using the Black-Scholes model and visualising the pricing and risk behaviour of various options strategies.
For example, you can simulate how the change in volatility or time to expiry affect the price, delta, gamma or vega of an option strategy, be it a call option, put option, or something more interesting like a long call butterfly. In fact, you can create your own option strategy and analyse its behaviour!

Created by Soroush Javidi.
GitLab projects for the web app and the option calculator.