Resolution - the authority on derivative pricing Resolution - specialising in providing pricing and risk analytics for financial securities

ResolutionOptions - option pricing calculators

ResolutionOptions is a collection of simple, easy to use functions for the valuation and risk management of vanilla options. All functions are fully documented and accompanied by a series of comprehensive examples that set out all of the relevant intermediate results. Simple Excel® templates clearly demonstrate the structure of the functions and the necessary inputs.

Click to download a free trail

Option Pricing

  • Suitable for stock options, FX options and commodity options
  • European, Bermudan and American options
  • Pre-built option calculators
  • Full range of option sensitivities ("Greeks"), delta, gamma, theta, vega and rho.
  • Associated functions for implied volatility, implied spot, and implied strike
  • Dilution adjustment for warrants and executive stock options (ESO) 
  • Ability to incorporate discrete and continuous dividends
  • Shipped with a set of useful Excel templates that provide examples of how the functions should be implemented

Option Models Supported

  • Black Scholes
  • Black Scholes - Discrete Dividend
  • Black Scholes - Warrants
  • Black '76
  • Generalized Black Scholes
  • Garman Kohlhagen
  • Barone Adesi Whaley
  • Roll Geske Whaley
  • Binomial ( Cox Ross Rubinstein )
  • Trinomial
  • Models for Exotic options

Choosing the appropriate pricing model

For more information about choosing the appropriate pricing model, explore the links below.

Choosing the Appropriate Equity Option Pricing Model

Choosing the Appropriate Currency Option Pricing Model

Choosing the Appropriate Commodity Option Pricing Model



For more information see our pricing plans.


Free Trial

ResolutionPro is a derivative pricing library which supports the valuation, risk management and hedge accounting of derivatives & other financial instruments.

You can try ResolutionPro right now on a free trial basis.


ResolutionOptions provides the following benefits;

  • Enables option traders to assess fair values and portfolio risk characteristics
  • Templates allow easy additions and deletions from established portfolios
  • Coverage includes all standard models such as Black-Scholes, Black, and Cox, Ross and Rubinstein
  • Variable time-step binomial and trinomial models enable coverage of structured deals with custom cash flow patterns
  • Support for a wide range of exotic options

Black Scholes calculator

black scholes calculator
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