E7 BlackScholes Model
Indicator
251 downloads
Version 1.0, Feb 2025
Windows, Mac
5.0
Reviews: 1
Description
This is a very simple example of using the ‘Math.Numerics’ package inside cTrader to calculate Option pricing using the BlackScholes model.
Future version will include more sophisticated implementations.
This should only be used for indices for now, thanks.
Happy hunting!
Summary
AI summary
E7 BlackScholes Model is an indicator designed for use within the cTrader platform that calculates option pricing based on the Black-Scholes model. It utilizes the Math.Numerics package to perform these calculations. Currently, the tool is intended primarily for indices such as NASDAQ, S&P 500, DAX, and Dow. The product offers a straightforward implementation of the Black-Scholes formula, with plans for more advanced versions in the future. This indicator assists traders in evaluating option prices on index markets by providing mathematical option valuation directly integrated into their trading environment.
Indicator profile
Customer reviews
5.0
Reviews: 1
5 | 100 % | |
4 | 0 % | |
3 | 0 % | |
2 | 0 % | |
1 | 0 % |
Customer reviews
August 18, 2025
Pros: Calculates Black–Scholes theoretical option price and Greeks (Delta, Gamma, Theta, Vega) in real‑time. Lightweight and intuitive interface. Great for risk management and option analysis. Cons: No alerts or tooltips. Lacks template saving and real‑price comparison. Assumes constant volatility
Discussion
FAQ
Indices
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