Option Fair Value Calculator
Software- by -R6 Solutions

Option value calculator. This little piece of software will allow you to quickly breeze through the option chain to identify the options that are undervalued.

Finding undervalued options in the chain is a key component to successfully trading options and having some software to do the calculations is critical.

With this software you will plug in the strike price, the volatility from your volatility window in Telechart, the current price of the stock, plus the date of expiration and you will get a "Fair Value."

Your looking for the option that is UNDERPRICED.

Here's what often happens... The fact that the option is under priced means generally that eventually the option will correct itself and therefore often times the move can go against you and you still make money.

Sometime the move doesn't happen at all and you make a nice profit.

Other times when the stock moves in your favor, you end up with a trade where you profit 400% to 2000% or more.

This can happen more often than not when you're getting into the right option.

Who we are:
We are a hodgepodge of life loving engineers, financial advisors, traders and brokers who’ve seen it all, done it all, and just want to see and do a lot more! Our best ideas and experiences are the basis of our projects. We are nerds. We are craftsmen. We love this stuff and we build the highest quality, highest value, highest precision analytical and trading tools available for investors.

We’re really good at what we do!

Today’s featured offering …
Our featured project today is Options L1, an options fair value calculator with 12 fulltime (and 21 popup) interactive 3 dimensional click `n price surface charts with 35 analytical metrics. It doesn’t sell for 1,200$. It doesn’t sell for 800$. It doesn’t sell for 600$ (discounted to 400$). We are offering a tool beyond anything your search engine can shove you, and we are selling it at an unbelievable 49$.

To support our quest to make the best better, we will, from time to time, as new analytical methods become mainstream and technology does what it always does, will provide our client users with enhancements and free upgrades through all 1.x enhancments.

Options L1: Looks good. Crunches good. Drives easy. Very fast. Did we say fast? Too simple for words. This guy redefines in your pedal to the metal software.

Working with assumed values …
The working definition of “fair value” is “a valuation, in accordance with standard methodology, that is reasonable to all parties involved in a transaction in light of all pre-existing conditions and circumstances.”

A “reasonable” assumption of value is not always a reliable or profitable assumption. The value spread to bid, as enticing as it may be, is sometimes “fleeting”.

Options L1 helps avoid fleeting fleeing profits. The standard metric for valuing options is Black and Scholes. Black and Scholes has been with us for years, but it still evolves. Underlying Black and Scholes are a variety of so called “normative distribution” methods. As academia grows our understanding computational capacity improved, so have the distribution methods. Our Black Scholes and other approximation services use the very latest mainstream understandings of those methods.

And, in addition to the 12 standard metrics and full time charts, L1 provides an additional 25 analytical metrics, with 21 pop up charts, describing the reliability and sensitivities of the current model.

Ask: What is Options L1?
Options L1 is clean crisp simple and seamless computer program providing the  following numeric and graphical renderings to apprise and appraise the fair value of a stock option. A summary of L1’s detail:

Before we list L1’s features, we must, of course, accept that no introductory material or technical description from software manufacturer store would be complete without at least one gratuitous screen shot! So here it is:

Real pretty, huh? We think so too. But it takes a lot more than just good looks to make it in today’s world. Let’s look under the hood ..

Put and Call Fair Value for European Options (400 DP FT CP chart)
Put and Call Fair Value for American Options (400 DP FT CP chart)

Put and Call Delta (400 DP FT CP chart)
Put and Call DdeltaDtime, Charm (400 DP PU CP chart)
DdeletaDvol (400 DP PU CP chart)
DvannaDvol (400 DP PU CP chart)

Gamma (400 DP FT CP chart)
DgammaDvol, Zomma (400 DP PU CP chart)
DgammaDspot, Speed (400 DP PU CP chart)
GammaP (400 DP PU CP chart)
ZommaP (400 DP PU CP chart)
SpeedP (400 DP PU CP chart)

Vega (400 DP FT CP chart)
VegaP (400 DP PU CP chart)
DvegaDvol Vomma (400 DP PU CP chart)
DvommaDvol Ultima (400 DP PU CP chart)
DvegaDtime (400 DP PU CP chart)

Put and Call Theta (400 DP FT CP chart)
Driftless Theta (400 DP PU CP chart)

Put and Call Rho (400 DP FT CP chart)
Put and Call Phi (400 DP PU CP chart)
Put and Call Carry (400 DP PU CP chart)

Put and Call Implied Volatility

          Abbreviations ..
DP data points
FT fulltime
PU popup
CP click and [re]price

Other stuff ..
For high clocking systems the 12 fulltime charts can be set to automatically render every time an edit change is made to input values. The stock price scale is the one set green. For ease of reading the symmetry be set to either stock or strike price. The stock price resolution may be zoomed.

Please review the more detailed descriptions of our click and price feature and additional information on our very fine Optimum II Options Level 1 hight precision tool.

Real pretty, huh? We think so too. But it takes a lot more than just good looks to make it in today’s world. Let’s look under the hood ..

Put and Call Fair Value for European Options (400 DP FT CP chart)
Put and Call Fair Value for American Options (400 DP FT CP chart)

Put and Call Delta (400 DP FT CP chart)
Put and Call DdeltaDtime, Charm (400 DP PU CP chart)
DdeletaDvol (400 DP PU CP chart)
DvannaDvol (400 DP PU CP chart)

Gamma (400 DP FT CP chart)
DgammaDvol, Zomma (400 DP PU CP chart)
DgammaDspot, Speed (400 DP PU CP chart)
GammaP (400 DP PU CP chart)
ZommaP (400 DP PU CP chart)
SpeedP (400 DP PU CP chart)

Vega (400 DP FT CP chart)
VegaP (400 DP PU CP chart)
DvegaDvol Vomma (400 DP PU CP chart)
DvommaDvol Ultima (400 DP PU CP chart)
DvegaDtime (400 DP PU CP chart)

Put and Call Theta (400 DP FT CP chart)
Driftless Theta (400 DP PU CP chart)

Put and Call Rho (400 DP FT CP chart)
Put and Call Phi (400 DP PU CP chart)
Put and Call Carry (400 DP PU CP chart)

Put and Call Implied Volatility

          Abbreviations ..
DP data points
FT fulltime
PU popup
CP click and [re]price

Other stuff ..
For high clocking systems the 12 fulltime charts can be set to automatically render every time an edit change is made to input values. The stock price scale is the one set green. For ease of reading the symmetry be set to either stock or strike price. The stock price resolution may be zoomed.

Please review the more detailed descriptions of our click and price feature and additional information on our very fine Optimum II Options Level 1 hight precision tool.

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