Professionally analyse and calculate advanced option and derivative strategies.

BASIC Version

Quickly calculate single options with discrete dividends

PRO Version

Allows you to calcutate multiple options and save your portfolio.
In order to run the pro application you need the Flash Player.

1. Professional calculator

Now you can analyse options just like propriety traders and market makers.

Online Option Calculator (OOC) is a free to use online derivative risk calculator for educational purposes.

This tool has an easy-to-use interface, which gives the user the ability to set up risk parameters and enter positions with great ease.

Packed with multiple pricing models the OOC makes it possible to analyse and study strategies just like professionals traders and market makers.

2. Analyse advanced strategies.

Work with SKEW and Manage your risk parameters like Delta, Gamma, Theta, Vega and Rho.

With the OOC you now have the ability to set up and analyse various option strategies like: Butterflies, Time-Spreads, Call / Put Spreads, Boxes, Straddles, Jelly Rolls, Strangles, Conversions and Reversals and many other combinations of stock and option positions.

3. Manage portfolio's.

Organize up to 10 option classes with each 80 strikes, 14 dividends and 20 expirations.

Control and master risk parameters like DELTA, GAMMA, VEGA, THETA and RHO (Greeks) on index and single stock option portfolios. This allows you to analyse and learn how changing Volatility's and Skew in the financial markets influence the profit and loss on strategies analysed.

Why Free

OOC primarily is a software development company and does not provide advice on financial or investment matters.

The OOC site is for educational purpose only. We hope that you enjoy using OOC and help us to build it.

At present our dedicated team is working hard to improve the site and add functionalities.

All accounts you open will always stay FREE of costs and without ANY hidden charges what so ever.

Functionalities of the Online Option Calculator!

  • Save positions and strategies in personal accounts
  • Set up and manage 10 Asset Classes per account
  • Enter up to 80 strikes per asset classes, thus 800 strikes per account
  • Use stock positions to optimal hedge options delta's
  • Different interest rates per expiration
  • Analyse what-if scenario's by changing stock prices
  • Analyse what-if scenario's by changing portfolio dates
  • Analyse time decay on your derivative positions
  • Enter up to 14 discrete dividends for stock classes
  • Set dividend to continuous yield for index classes
  • Enter up to 20 expirations per asset classe.
  • Analyse Corporate actions by changing the option contract sizes (e.g. super dividends, (reverse)stock split)
  • Analyse European or American style option exercising
  • Use future or underlying spot prices
  • Advance models like the Black & Scholes model and binomial Cox, Ross, Rubinstein model

Important note! The Online Option Calculator is an educational tool intended to assist individuals in learning how options work. It is not intended to provide investment advice, and users of the Options Calculator should not make investment decisions based upon values generated by it. > OOC accepts no liability for any loss arising from the use hereof or makes any representation as to the accuracy or completeness. > The hypothetical calculated results are believed to be accurately presented. However they are not guaranteed as to accuracy or completeness and are subject to change without notice. > Hypothetically calculated results have certain inherent limitations, and hence may under or over compensate for the impact, if any, of certain market factors such as liquidity, volatility and dividend returns. > No representation is made that any account using the hypothetical calculations will, or is ever likely to achieve profits or losses. All investments and trades carry risks.