Options Greeks Simulator

Version: OPTAPP-v1.4.0 Mode: American (Binomial) Theme: Dark Ready

Symbol (US Equity)

Free-text with optional validation (Alpha Vantage). Cached locally.

Alpha Vantage API Key (optional for price history)

Max History Window

CSV format accepted: date,close (for underlying). IV CSV: date,iv (%). Files may be uploaded together.

Call / Put

Steps (Binomial)

Strike (K)

Underlying (S)

Implied Volatility σ (%)

Risk-free r (%)

Dividend Yield q (%)

Days to Expiry (calendar)

Days to Expiry (trading)

Contracts

Live Update on Slider Move

Underlying S: 175 IV σ%: 25 Days to Expiry (calendar): 30

Notes:

American options priced via Cox-Ross-Rubinstein binomial; dividends as continuous yield.
Greeks via finite differences; Theta per calendar day.
Underlying history via Alpha Vantage (optional key) or CSV upload; IV history proxy can be computed from price (realized vol).

Weeks

Chain

Price

Greeks

P&L

Surface

Heatmap

History

Provider

Tradier Token

Tradier Env

Symbol (for Chain)

CSV headers supported: expiration,type,strike,last,bid,ask,iv (type=C/P, iv in %)