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Strategies & Market Trends : Options for Newbies -(Help Me Obi-Wan-Kenobe) -- Ignore unavailable to you. Want to Upgrade?


To: R. Ramesh who wrote (1666)11/6/1999 8:36:00 AM
From: OX  Respond to of 2241
 
>>UNIX opt calc

If you find one, please post the answer here. I would like to get my hands on a cmd line version.

The only 'standalone' calcs I've found are for windows.
The cboe has one that's part of their toolbox.



To: R. Ramesh who wrote (1666)11/6/1999 11:01:00 AM
From: Jon Tara  Respond to of 2241
 
Unix option calculator?

I wrote one for DOS command-line many, many, many moons ago. It's pretty clunky, but if I can dig it up, maybe it would be useful to you. It's written in C and should compile on Unix.

It does the basic Black-Sholes valuation, and will also compute implied volatility given a series of option prices.

E-mail me if interested.