Option Strategy

Option Strategy 7.0

Free
Option Strategy could be used for analyzing risk sensitivity of option strategy
5.0  (1 vote)
7.0 (See all)
Derivtech

Option Strategy could be used for analyzing risk sensitivity of option strategy. It is implemented using JQuantlib and JFreeChart library. Thanks for Open Source Initiative the program consists of four major components: Calculator, Portfolio Table, Sensitivity Table and Sensitivity Chart. Option Calculator: It provides additional risk parameter such as Vomma, Lambda, Vanna...etc.

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