Options Pricing Suite

intellidip

Contains adsIn-app purchases

About this app

Explore options from more than one angle.

Options Pricing Suite combines a 53-model pricing reference with practical tools for learning how option values, Greeks, volatility, time, and multi-leg payoffs interact. Calculations run on your device, so the analytical tools continue to work without a market-data feed or brokerage connection.

PRICE AND COMPARE 53 MODELS
Work with European and American options, implied and stochastic volatility, spreads and combinations, Asian and lookback options, barriers, binaries, compound options, power and log contracts, two-asset exotics, quanto and FX-linked products, bond options, caplets/floorlets, and swaptions.

SEE MORE THAN A SINGLE PRICE
Review the applicable Greeks and sensitivities for each model. Explore interactive charts across spot or another model-relevant input, expand charts for closer inspection, and share selected chart results.

BUILD MULTI-LEG STRATEGIES
Create custom call-and-put strategies or start from presets such as vertical spreads, straddles, strangles, butterflies, and iron condors. Adjust quantity, strike, volatility, and position direction; then inspect estimated value, net Greeks, payoff or valuation charts, break-evens, and maximum profit/loss when bounded. Save strategies on your device and group them by underlying.

USE FOCUSED ANALYSIS TOOLS
• Probability calculator: estimate probability in the money, out of the money, and probability of touching a level.
• Expected move calculator: view a straddle-implied range, compare a level of interest, and chart the range through time.
• Portfolio: combine Greeks across strategies you explicitly save in the app.
• Implied volatility: solve from an entered option price.

DESIGNED FOR REPEAT ANALYSIS
• Search and filter all models by category
• Save and restore model-specific defaults
• Reopen recently used models
• Enter maturity by date or time to expiry
• Dark, high-contrast interface with scalable text and accessible controls
• On-device pricing with no live quote or brokerage dependency

Optional ads support the app. A one-time Remove Ads purchase is available. Consent and privacy choices do not restrict calculator functionality.

Options Pricing Suite is intended for students, educators, traders-in-training, quants, and finance professionals who want a broad, portable reference for option-pricing theory and scenario exploration.

Educational use only. The app does not provide live market data, execute trades, connect to a brokerage, or provide investment advice or recommendations. Results depend on the inputs and model assumptions you choose.

Ratings and reviews

Crashes and it literally hasn't been updated in over 5 years!!! Totally not worth even the data to download!!

Good simple options. Would like more moutain range options.

Wonderful. I've tested multiple black Scholes apps and this is the best one

What’s new

Rebuilt for faster, clearer options analysis:
• New searchable interface for 53 pricing models
• Redesigned pricing tickets, Greeks, and interactive charts
• Custom multi-leg strategy builder with presets and saved strategies
• Probability, expected-move, and portfolio tools
• Implied-volatility solving and date-based maturity entry
• Shareable chart results, saved defaults, and recent models
• Improved accessibility and reliability