The latest version of our option pricing and analysis
system for Excel. It calculates prices, risk
parameters and implied volatilities using the Black-
Scholes, Garman-Kolhagen and Cox-Rubinstein (binomial)
models.

Opti-Calc prices European and American style options
on bonds, commodities, currencies, futures and stocks.
It also calculates sensitivities, such as Delta,
Gamma, Kappa (Vega), Rho and Theta. Opti-Calc enables
the production of pricing matrices, risk\return
profiles and implied volatility analysis for either
individual or portfolios of options.

An example spreadsheet is supplied free which enables
the user to price options and manage risk "straight
out of the box" without any programming
or "spreadsheet" work.

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