OptionApp is a FREEWARE option calculator for the Psion REVO or other EPOC machines. It implements the Black-Scholes formula for European Put and Call options with a dividend correction and the Binomial algorithm for American and European options without dividend correction. The Black-Scholes algorithm is taken from the opt-bs-d.wk1 spreadsheet available on the Numa Financial Systems web site. The tool calculates price, premium, delta, gamma, rho, theta, vega and many other parameters and allows to depict the results graphically.
You can overrule the option price and let the tool calculate the implied volatility.
Most of the characteristics can also be visualised in an XY graph.
Thanks to Numa Financial Systems Ltd and the author of RMREvent.opl for putting their software on the Internet. The Binomial algorithms are taken from Simon Benniga's Binomial Option Pricing Model, which was previously available in PDF format from his web site.
This tool is freeware and it is supplied as-is without any warranty. Comments, feedback and bug reports are welcome, as well as feedback from people who have managed to install and use OptionApp on other machines than REVO. You can contact me by email.
Click here to download the most recent ZIP file.
| Version | Release Date | Comments |
| 1.0 | 01/11/00 | Original |
| 1.1 | March 2001 | More graphs added. |
Create a directory /System/Apps/OptionApp and copy OptionApp.mbm, OptionApp.aif,
OptionApp.app, OptionApp.ini and OptionApp.hlp to that directory on your REVO.
Double-click on the "Options" icon in the Extras bar to start OptionApp.
Users of non-english versions of the REVO, i.e. that do not use a dot as a decimal point, should remove the OptionApp.ini file before using OptionApp.
Another shareware option calculator for EPOC, OptionCalculator, can be obtained from the TUCOWS PDA web site. Option calculators for many different platforms can be downloaded from www.freeoptionpricing.com.
