Option Prices Portfolio Simulator

Computation of the prices of different option strategies based on the European options (Black-Scholes model), or American options (Binomial trees). Disclaimer: This is for educational purposes only, not for trading purposes.


Option type
Stock price
Higher price
Lower price
Purchase date
Sell date
Strike
Implied Volatility
Expiration date
Option Type
Trade Type
Interest rate
Factor
Commission

Position #1
Position
Type
QTY
Strike
IV Buy
IV Sell
Purchase price
Purchase date
Sell date
Expiration date

Position #2
Position
Type
QTY
Strike
IV Buy
IV Sell
Purchase price
Purchase date
Sell date
Expiration date

Position #3
Position
Type
QTY
Strike
IV Buy
IV Sell
Purchase price
Purchase date
Sell date
Expiration date

Position #4
Position
Type
QTY
Strike
IV Buy
IV Sell
Purchase price
Purchase date
Sell date
Expiration date

Position #5
Position
Type
QTY
Strike
IV Buy
IV Sell
Purchase price
Purchase date
Sell date
Expiration date

Position #6
Position
Type
QTY
Strike
IV Buy
IV Sell
Purchase price
Purchase date
Sell date
Expiration date

Position #7
Position
Type
QTY
Strike
IV Buy
IV Sell
Purchase price
Purchase date
Sell date
Expiration date

Position #8
Position
Type
QTY
Strike
IV Buy
IV Sell
Purchase price
Purchase date
Sell date
Expiration date

Position #9
Position
Type
QTY
Strike
IV Buy
IV Sell
Purchase price
Purchase date
Sell date
Expiration date

Position #10
Position
Type
QTY
Strike
IV Buy
IV Sell
Purchase price
Purchase date
Sell date
Expiration date