Snowgold Option Calculator
Windows users should download the free Snowgold Option Calculator which can be installed on your PC and has many additional features compared to the online version. The Java version on this page was written for an early version of the Java language and has not been updated recently.
For more information on the terminology used in option pricing, please refer to the Snowgold Financial Glossary.
Visit the Option Calculator Introduction for an overview of the data needed by the Option Calculator.
The Snowgold Option Calculator produces the standard measurements of value for an option:
Fair value and the Option Greeks
The calculator also shows how these measurements will change as the underlying price changes. To do this, the calculator modifies the underlying price and then re-values the option. This happens for a range of underlying values, centred around the current market price. The process is known as tweaking.
If you do not wish to see the graph produced, de-select the 'Graphing Enabled' checkbox. To view one of the other Greeks on the graph, simply select the appropriate radio button and the graph will display your selection.
Please note: Please read our disclaimer before using the Snowgold site.
