WARNING: This page is not intended as a basis for trading decisions. No responsibility whatsoever is assumed for its correctness or suitability for any given purpose. Use at your own risk. You can use either decimal point or comma as decimal separator, just be sure not to use thousand separators.
This tool is targeted to option spread analysis. If your need a simple, bare-bones Black-Scholes calculator, check out this version.
|From price||To price||Probability||Accumulated
|Strike||Premium||ROI at spot||ROI if assigned||Assignment
Minimum time considered for ROI calculation is 30 days, since there is only one option series per month.
|Strike 1||Strike 2||Profit at spot||Max profit||Max loss||Profit > 0 probability||ROM/ROI at spot||Maximum ROM/ROI|
ROM (Return on margin) assumes that margin will be equal to the spread for credit spreads. ROI for debit spreads considers the base capital to be the upfront net expenditure.
Minimum time considered for ROI/ROM calculation is 30 days, since there is only one option series per month.