Option Simulator

This app manages a portfolio of derivatives product : futures Options, Stock Options, Futures and stocks. Graph all instruments what you want, manage all kind of strategies and Simulate the Quotes.

You can select any quotes you want, and, before add To the portfolio, see the characteristics of each instrument, its graph, its greeks and its graph with all the portfolio.

Once added the instrument to the portfolio ,you can graph the portfolio, graph the Delta, theta, vega and gamma greeks with four types of graphs:

- A graph with three series, at maturity, at medium maturity and at Today
- A graph with one serie at maturity, at medium maturity or at ToDay.
-Only touch the graph and you will see the price and P/L, Delta,Theta,Vega or Gamma.

You can simulate the quotes with the random simulator , with 4 parameters:
the probable trend of price and volatility and the probable motion intensity of price and volatility , you can choose these parameters in a range, Bearish-lateral-Bullish and Low-normal-High. There is other way to Simulate, with a customized simulator where the quotes are added previously by you.

Like a Game, when the quotes simulator starts, you can graph the portfolio, graph the greeks, open positions, close positions, open strategies, close strategies,.. , while quotes are changing.

In the strategy Builder, you must choose a vision of market, on price and volatility, then ,the strategies will appear in a list. When you select a strategy , you must choose the strikes and you can see the graph of this strategy, alone (only the strategy) or Mix (with all the portfolio).

The American Option are valued with the numerical approximation of BjerkSund and Stensland (2002) .European future Options are valued with Black76. European Sotck options are valued with B-S-Merton (1973) with continuous dividend.