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Use Options/NET Mobile to calculate Option prices for European and American Options, analyse options sensitivities or compute implied volatility. Use our example Pocket PC program or develop your own Windows Mobile applications for option trading easily in: Visual Basic .NET or Visual C#.
Options/NET Mobile comes in two different editions: Professional and Enterprise. The difference between each of these methods is given in the table below:
With the addition of stock quotes, you can create your own Pocket PC Option Trading application. Options/NET Mobile includes a sample Pocket PC application with source code in Visual Basic .NET. You can quickly see just how easy it is to price and analyse data using Options/NET Mobile. Options/NET Mobile is written in C# with maximum speed, reliability and accuracy in mind.
30 Day 100% Money Back Guarantee!If you have any questions about Options/NET Mobile, contact us today. Please note: at present we do not have a trial version of Options/NET Mobile available. However, we are pleased to provide a full 30-Day 100% Money Back Guarantee on Options/NET Mobile. PUrchase Options/NET Mobile today and if you are not completely satisfied, then simply let us know within 30 days from the date of purchase and you will receive a 100% complete refund - no questions asked! You get to try out the fully licensed version of Options/NET Mobile for 30 days and if you are unsatisfied in any way, you can obtain a full refund!
A number of assumptions are made when using the Black-Scholes formula. These include: the stock price has a lognormal distribution, there are no taxes, transaction costs, short sales are permitted and trading is continuous and frictionless, there is no arbitrage, the stock price dynamics are given by a geometric Brownian motion and the interest rate is risk-free for all amounts borrowed or lent. It is possible to take dividend rates for the security into consideration.pricing American options. used to compute the prices of Put and Call options, based on the current stock price, the exercise price of the stock at some future date, the risk-free interest rate, the standard deviation of the log of the stock price returns (the volatility), and if applicable, the dividend rate.
Given the option price, it is possible to find the volatility implied by that price. This is known as the Implied Volatility and it has a number of characteristics which have been used to identify trading opportunities. optionsnet implements implied volatility functionality for both American and European options using the Binomial and Black-Scholes methods respectively.
Implied volatility can be computed for both puts and calls across a range of different strike prices. Interestingly, it is common for the implied volatility to vary across this range. Plotting the implied volatility against the strike price results in a curve that is termed the 'volatility smile'. This is due to the fact that it is common for out of the money calls and puts to have higher implied volatilities. When there is a difference between the implied volatilities using equal out of the money calls and puts, this is termed the 'volatility skew'. Interpretation of the skew is the basis for some trading activities. If the ratio of Call volatility to Put volatility is considered, a value greater than one may imply that the calls are priced higher than puts with a resulting upward price bias and vice versa, ie. a call to put volatility ratio less than one may imply that calls are priced lower than puts with a resulting downward price bias. High skew ratios may indicate demand increasing for puts, ie there are relatively more puts being bought and calls being sold, than puts being sold and calls being bought. The analysis and interpretation of volatility skew should be undertaken with due care and diligence and is a matter for skilled, professional traders.