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Options Information

The online Java Option Pricer can be used to determine the theoretical value of an option based on the current underlying price, number of days remaining to expiration, volatility, interest rate, and strike price. Knowing the theoretical (or fair) value of an option can help you to determine whether the option is over or under-valued when compared to the current trading price. See instructions on using the Option Pricer below.


You can use our online Java Option Pricer as follows:

1. Enter the current Underlying Market Price of the asset you wish to analyze.
2. Enter the number of days remaining to option expiration.
3. Enter the statistical volatility of the asset (this number is a value between 0.00% and 150.00%.)
4. Enter the interest rate (10-year yield).
5. Enter the strike (exercise) price of your option.
6. Enter the option type - either Call or Put.
7. Enter the option pricing model you'd like to use. A pricing model is a mathematical formula used to determine the theoretical value of an option.
8. Hit the Calculate button to produce the results.

For more Information about InvestSoft's more advanced options analysis product, OptionAnalyzer Pro, please see their website.

This program (applet) is provided as is, without any representation or warranty of any kind, either express or implied, including without limitation any representations or endorsements regarding the use of, the results of, or performance of the program, its appropriateness, accuracy, reliability, or correctness. The entire risk as to the use of this program is assumed by the user and/or site visitor. PFG does not assume liability for the use of this program. In no event will  PFG  be liable for additional direct or indirect damages including any lost profits, lost savings, or other incidental or consequential damages arising from any defects, or the use or inability to use this program, even if  PFG  has been advised of the possibility of such damages. Neither the information provided, nor any opinion expressed, constitutes a recommendation to purchase or sell a security, or to provide investment advice. Options involve risks and are not suitable for all investors.


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