Statistical Option Calculator

[China man]

Looking for a calculator that caculates
sigma on underlying markets using standard deviation. Would like to use percentage likelihood in my trading decisions. Anybody know of one?

 

[dagnyt]

Quote from China man:

Looking for a calculator that caculates
sigma on underlying markets using standard deviation. Would like to use percentage likelihood in my trading decisions. Anybody know of one?

It's a very simple formula. Write an Excel program.

You may like this one: but it does not calc sigma. http://www.volatilitytrading.net/monte_carlo_option_calculator.htm

Mark

 

[JC_smith]

There's a nice calculator here that calculates entry, target stop and spits out a green light based on risk or total return

Heres a link - coolest thing is its free

http://www.stockoptiongenius.com