Three Implied Volatility Calculators (two free, one not), a Dynamic Display Engine and a Free Historical Volatility Calculator
From Jerry Marlow

Choose the calculator best suited to the purpose you have at hand:

Original web-based implied volatility calculator (free) Description User manual Calculator
Latest web-based implied volatility calculator (free) Description User manual Calculator
Desktop option-chain implied- volatility calculator $14.95 Description Buy Now
Dynamic display engine to use with desktop option-chain implied- volatility calculator $9.95 Description Buy Now
Historical-volatility calculator Description User manual Download
Links to data sources
Obtain option-chain prices, historical prices of underlyings and quotes of risk-free rates from free data sources. For links to data sources, click here.

Learn more about the option pricing theory behind the calculators
To learn more about the Black-Scholes-Merton; Cox, Ross, Rubinstein; Equal Probabilities and General Additive models, download the seminar notes: How to Value Stock Options in Divorce Proceedings.

Work with a book and simulator that make Black-Scholes option pricing theory easy to understand
To learn more about Black-Scholes option pricing theory, order the book and simulator Option Pricing: Black-Scholes Made Easy from amazon.com.

More option tools, tutorials and other services from Jerry Marlow
www.jerrymarlow.com

Copyright © Jerry Marlow 2006

Jerry Marlow, MBA
(917) 817-8659
jerrymarlow@jerrymarlow.com
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