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Advanced option calculator - powerful and unique tool for option traders. Major features: calculates the fair value of put and call options; calculate implied volatility; calculate greeks (Delta, Vega, Gamma, Theta); plots Profit & Loss graph of option position; calculates probability of the underlying security reaching target price; calculates key statistics for analyzing option spread positions (and single options) - max profit, max loss, breakeven, probability of profit, probability of loss. Unique features: calculates probable parameters of option position - average profit, average loss, percent profit/loss.
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