Advanced option calculator - powerful and unique software for option traders.

Major features: calculates the fair value of put and call options; calculates implied volatility; calculates greeks (Delta, Vega, Gamma, Theta); plots Profit & Loss graph of option position; calculates probability of the underlying security reaching target price; calculates key statistics for analyzing option positions - max profit, max loss, breakeven, probability of profit, probability of loss.

Unique features: calculates probable parameters of option position : Mathematical Expectation of Profit, Mathematical Expectation of Loss.