OptionsVantage 1.2

Designed for market professionals requiring mobile access to option valuation and analysis. OptionsVantage provides popular vanilla option pricing models (black-scholes, binomial CRR) to calculate fair values, implied volatilities, and the Greeks (delta, gamma, theta, vega, and rho) for American and European stock, index, and currency options. Supports annual dividend yields and quarterly discrete dividend payments. The ability to import and export multiple calculations as 'option sheets' (CSV or TXT format) allows scenario testing and what if analysis. Version1.2 includes minor bug fix (display of some no.s), GUI tweaked, and improved registration.