OPTION-INFO.COM

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Option Price Calculator in Visual Basic pg 6

http://www.option-graph.com/pricevolbuttons.htm

Add Price and Implied Volatility Buttons. We are going to make our option calculator a more useful tool by allowing it to make two different types of calculations. We will do this by adding two button controls now, and the code behind them later. One button will calculate the option price if you already know the Implied Volatility. The other button will calculate the Implied Volatility if you already know the option price. See the page " Ways to use the Option Calculator. Size : 718,32. Text : Find Price.

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Option Price Calculator in Visual Basic pg 5

http://www.option-graph.com/intratefields.htm

Add Fields for Interest Rate and Dividends. To calculate an option price, the program needs to know the current "risk-free" interest rate, and the dividend yield on the underlying stock, if any. These inputs do not necessarily change for every option price you calculate, so we will put them on a separate Panel control. Dividendyield = yearlydividend / stockprice. We will also add a message area, so the program can communicate things like error messages to the user. Size : 718,32. Text : Risk Free. Questi...

option-graph.com

Option Price Calculator in Visual Basic pg 13

http://www.option-graph.com/equityoptionclass.htm

A Visual Basic "Class" is a way to keep all information about a type of object together, and also a way to return whatever information about an object you need. For instance, if you had a program that needed information about a lot of rectangles, to do it without using a class you would enter the height and width of each rectangle, and every time you needed to know the area of a rectangle you would need to do a calculation like "rectangle1 area = rectangle1 height x rectangle1 width". Using a class may s...

option-graph.com

Option Price Calculator in Visual Basic pg 8

http://www.option-graph.com/normsdist.htm

The NORMSDIST() Visual Basic Function. The option pricing model we will use in this project is the famous "Black-Scholes" model. Before we get to Black-Scholes however, we need to make a function that calculates something called the "standard normal CUMULATIVE distribution". This function is not available ready-made in Visual Basic. It is available in spreadsheets such as Excel, where it is named "NORMSDIST", so we will use that name for our custom function as well. To add NORMSDIST() to your project, op...

option-graph.com

Option Price Calculator in Visual Basic pg 3

http://www.option-graph.com/layoutfields.htm

Start Your Project and Layout the Entry Fields. Start Visual Basic, and from the File menu, choose "New Project". Select "Windows Forms Project" as the type, and name the project Option Calculator. After this step, you should have a small blank form on your screen, titled "Form1". If you cannot see a window called "Properties" on the right side of your screen, open the "View" menu, select "Other Windows", and then select "Properties Window".). First, we will add what is called a "Panel" to the form. ...

option-graph.com

Option Price Calculator in Visual Basic pg 10

http://www.option-graph.com/changeexp.htm

The changeexpiration() Visual Basic Function. One problem with many option calculators you may come across is that you must know and enter the expiration date by hand. Since the regular monthly expiration is always (with rare exceptions) the Saturday after the third Friday of the month, why not make a function that can find that date in any month you want, and enter it for you? This code finds the third Friday of any month you want, then returns the date of the Saturday after that. Dt = dt.AddDays(1).

option-graph.com

Option Price Calculator in Visual Basic pg 14

http://www.option-graph.com/codebehind.htm

The Code Behind the Buttons. At this point we have the option calculator interface and the code that can calculate an option price. To make our calculator actually do something, we need to add the code behind the buttons, so that when the user pushes a button, the calculation is made and the results are displayed on the interface. At the same time, we will also add some functions that create option legs, set startup parameters, and perform various checks. Friend leg1 as EquityOption. If sender.name =...

option-graph.com

Option Price Calculator in Visual Basic pg 15

http://www.option-graph.com/finalchecks.htm

Final Checks and Testing. Your calculator is now complete except for turning it into a stand-alone program that does not need Visual Basic to run. Before we create the final ".exe" file though, we should do a couple tests. First, check through all the "code behind", on "EquityOption.vb", on "Form1.vb", and on "OptionCalcs.vb", and look for anything underlined with blue squiggly lines or red underscores. And we will take a look at it. Look at the Visual Basic menu bar and you should see a green triangle&#...

option-graph.com

Option Price Calculator in Visual Basic pg 4

http://www.option-graph.com/titles.htm

If you are not already looking at your Visual Basic project form design, click the tab that says "Form1.vb[Design]". In the Toolbox, find "Containers", click on "Panel", and then click on your form, but not on the panel with the other controls. Change the new Panel Properties:. Size : 718,32. BackColor : anything you like, the example uses "Khaki". The Names of the labels are not important, be sure you are changing the Text Property. Option Type) 11,16. Stock Price) 240,5. At Entry) 248,16. Prev /) 453,5.

option-graph.com

Option Price Calculator in Visual Basic pg 2

http://www.option-graph.com/getstartedvisualbasic.htm

Get Started with Visual Basic. Make sure you are current with Windows Updates. If you do not already have Visual Basic, go to this web page and download the EXPRESS edition (the Express edition is free):. Http:/ www.microsoft.com/visualstudio/en-us/products/2010-editions/visual-basic-express. If the link is no longer current, just do a Google search for "visual basic express" and you will find the current web page easily.). If you do not register, Microsoft may bug you about registering every once in a w...