Options Level 2 is the current genesis of an ongoing collaborative effort by user community, academics, investment professionals and software engineers forged in the intense creative and competitive furnace of America’s independent software industry.

We appreciate you visiting our site. The above image is screen capture of our IV Calculator. It computes the forward price smile rate that our Options Level 2 program uses to implement sticky delta and theta partial derivatives for decay forward spot models as well as our convergence model. It also renders a true American bisection and smile IVs and European bisection and smile IVs. You can download our IV Calculator here.

You can download our Options Level 2 documentation here.

Again, thanks for stopping by. Live long and be prosperous!