Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOT SHEET REGISTER FAQs CONTACT US RSS

which pricing algorithms are used

 

Which Pricing Algorithms are used?

The Black Scholes algorithm is used for computing option prices when no dividend is specified. The Roll, Geske, Whaley algorithm is used when a dividend date and dividend amount are specified.

Aggregate stock volatility is computed using proprietary algorithms. Certain stocks are excluded from reports as a result poor liquidity or non competitve pricing.

Data Provided by HistoricalOptionData.com
Optionistics is not a registered investment advisor or broker-dealer. We do not make recommendations as to particular securities or derivative instruments, and do not advocate the purchase or sale of any security or investment by you or any other individual. By continuing to use this site, you agree to read and abide by the full disclaimer.