Apps by Squiggly Shark LLC
Black-Scholes Options Solver app icon

Finance

Black-Scholes Options Solver

Squiggly Shark LLC

Free download 2.67 · 1 storefront · 6 ratings In-app purchases unconfirmed
Open on Apple

About this app

Simple and effective Black-Scholes solver to help you price different stock option chains. Allows you to calculate put / call option prices given volatility or solve for volatility given a put / call option price. In addition to the standard solver, this calculator lets you test the sensitivity of your answer to the different input variables. Quickly adjust any variable in the equation to see how it affects the final answer. Simply use the provided scroll bars once entering a value to adjust (on the fly) the final answer. Variables which allow for sensitivity study include: - Stock Price - Option Strike Price - Risk-Free Interest Rate In addition to solving the standard Black-Scholes formula, this calculator also adjusts the solution to account for dividends (if applicable) in the underlying stock. However, dividends can also be excluded from the calculation and set to zero if the user desires a true original Black-Scholes value. Standard inputs into the solver include: - Volatility - Call Price - Put Price - Current Stock Price - Date of Option Expiration - Stock Dividend Rate - Risk-Free Interest Rate Solutions from the solver include: - Volatility Given Put Price - Volatility Given Call Price - Put Price Given Volatility - Call Price Given Volatility Slight rounding errors in the final solution may exist due to the standard approximation made to solve the cumulative normal distribution function. However, the final value with these errors matches closely to many other Black-Scholes solvers available today.

Latest release

What’s New

Version 1.0 Jan 3, 2018

This update from Apple will improve the functionality of this app. No new features are included.

Audience growth

Ratings growth

Steady
7-day gain +0
Ratings / day 0.0
30-day gain +0
US rating-count history
6 ratings
6 Aug 24, 2026 · 6 ratings Aug 24, 2026

Baseline captured. Growth appears after the crawler observes a changed rating count.

Momentum comes from crawler snapshots for the tracked storefront. “Viral growth signal” means unusually fast recent rating gains; it is an indicator, not download data.

Price tracking

Price intelligence

1 captured event
Current Free
Historical low Free
Paid → free 0×
Price history
Current Free
Free Aug 24, 2026 · Free Aug 24, 2026

First snapshot captured. The trend line starts after the next crawler price observation.

  1. First observed Aug 24, 2026 · 5:59 AM Free

Screenshots

Black-Scholes Options Solver iPhone screenshotBlack-Scholes Options Solver iPhone screenshotBlack-Scholes Options Solver iPhone screenshot