Web based accurate options pricing

J

jgiasi

Can anyone advise on a free web based options pricing tool that provides the most accurate pricing and greek calculation. I have been using the CBOE's one but the pricing is off from the empirical quotes. As such, how dependable are the corresponding Greeks. Can anyone advise on a calculator that is reliable.

Thanks, Jennie
 
Quote from jgiasi:

I have been using the CBOE's one but the pricing is off from the empirical quotes.
More...
Hi Jennie,

If you plug in the IV, CBOE's calculator does return the proper option pricing, in my experience. Two possibilities:

1) If you're looking at futures options, there are some complexities that the Black-Scholes model doesn't work so well for. (Black is the typical alternative)

2) You don't have the proper IV.
 
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