By Peter Kramer
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OptionPosition+ Version 3.7
OptionPosition+ is a financial analysis App that estimates the value of a set of shares and put and call options for a particular stock. It allows the investor to explore various option hedging positions and create a portfolio that is sensitive to price and volatility fluctuations or that provides protection for various concerns. OptionPosition+ graphically illustrates the value of put protection, covered calls, call spreads, time spreads, delta neutral skew trades, iron condors, etc.. Examples of the use of OptionPosition to explore and display various hedging and speculative strategies are located at our website: www.OptionPosition.com.
OptionPosition+ comes with an initial one month subscription period that provides access to data on all stocks listed on the NYSE and NASDAQ. After this one month subscription period you may purchase an ongoing subscription through an In-App Purchase. If you do not maintain a subscription you can only access stock and option data for AAPL.
• 20 minute delayed stock and option prices for all available strike dates and strike prices
• remembers 30 different portfolios each with 6 assets:
..........puts, calls, shares
..........long, short any quantity
..........all listed strike dates
..........all listed strike prices
..........e-mail to anyone
• Black-Scholes equation used to determine implied volatility and future value of put and call options
• graphically displays Gain/Loss, Delta, Vega, Theta or Gamma as a function of stock price:
..........now (see black lines below)
..........at any future date up to the earliest strike date (see red lines below)
..........at assumed higher or lower volatilities (see green lines below)
• graphically displays the probability of future stock prices and the probability of future option portfolio Gains/Losses based on current put/call straddle prices
• scales on the graph are continuously adjustable with one and two finger moves – easily zoom in or out
• tap on the graph to show the X,Y value at a point
• diagnostics table shows all Greeks and lets you easily create a Delta neutral portfolio
• annualized Euro-dollar 3 month rate used for risk free interest rate
• incorporates predicted dividend payments into the Black-Scholes calculations without making a ‘fixed dividend rate’ error in Delta
For an explanation of these option positions, and more, see our website www.OptionPosition.com. Screen shots shown below (for both iPhone and iPad):
1) Gain/Loss graph for an Iron Condor in AAPL
2) Assets (iPad includes Diagnostics) for the Iron Condor in AAPL
3) Vega graph for the Iron Condor in AAPL (for iPhone5 - BBRY)
4) Probability of the value of the Gain/Loss for the Iron Condor in AAPL
5) Gain/Loss for a Put Protection in SPY
What's New in Version 3.7
Simple bug fixes.
- Category: Finance
- Updated: 13 January 2015
- Version: 3.7
- Size: 10.7 MB
- Language: English
- Developer: Peter Kramer
- © 2011, 2012, 2013, 2014, 2015 Kramer&Kramer Software
Compatibility: Requires iOS 7.0 or later. Compatible with iPhone, iPad, and iPod touch. This app is optimised for iPhone 5.