paid AFL black scholes option prices amibroker

[toocool]

hi

i need an AFL for option pricing which should work in live markets and show the calculator pricing on the option chart , so that i can see if in market price of option is over or under price .

i will pay for the AFL , please contact me via PM

regards

 

[travi]

I don't want to raise doubt over options knowledge but option premium is a function of volatility in BS Model,
ie. if u input IV u get price and vice-versa.

For ur AFL, how do you intend to supply the AV (Annualised Volatility) to the AFL ?
Bcos the Calculator Pricing is the result of AV.

 

[too_cool]

That's the job for the coder

 

[princy01]

even i would like that and pay for such AFL

 

[cinderblock]

There are Black Scholes VB macros available. Shouldn't be too hard to convert to AFL.

Meanwhile, you could link your trading s/w to excel to accept input values in cells and calcutate premiums accordingly in real time.

 

[princy01]

There are Black Scholes VB macros available. Shouldn't be too hard to convert to AFL.

Meanwhile, you could link your trading s/w to excel to accept input values in cells and calcutate premiums accordingly in real time.

How to do that any more information please?

 

[Chandiran]

Check this

in Parameters if you change the expected percentage movement
it axiomatically choose the strike price from its opening price range and calculates the option price of the given strike price, but it may not sync with the real price of the option it slightly differs, if interested let me know