The Gold Standard for Option Pricing

Fast, portable option pricing calculations using the efficient and long established, Nobel prize-winning Black-Scholes model.

Main Features

Version 3.2

Fast Pricing

Fast option pricing calculations using the efficient and long established, Nobel prize-winning Black-Scholes model and the more flexible Binomial lattice model.
(Binomial has adjustable number of accuracy time-steps)

Easy 'Greeks'

Drill down with a single tap into all call and put options to see their Greek sensitivities. (Delta, Theta, Gamma, Vega, Rho, Omega, Volga . . etc.)

Minimum Input

An absolute minimum of input required with no need to manually calculate option expiry periods or dates, or manually download any spreadsheets with their inherent security risks. New security template helps with adding new securities.

Latest Technologies

Full innovative use of Apple’s Core Data technology and latest SwiftUI framework. All screens work well in both portrait and landscape orientations on iPhone and iPad. Dark and Light modes are fully supported.

Monthly & Weeklys

Both Monthly and Weekly options can be priced.   As can American and European exercise-style options, . . and all of these either with or without dividends. LEAPS options are also now catered for.


Auto Data Sync

Optional cloud sync for all your stock and index data across all your Apple devices you choose to use the App on.

Verifiable Results

Ability to easily verify and compare FairOption’s pricing models results against standard external systems and example calculations.

Getting Started Data

Your downloaded Apple App will include a utility to add a useful example set of working data. So you can 'hit the ground' running with your new app.(* not on Apple Watch re can sync with iPhone)

Comprehensive User Guide

An integrated, comprehensive, off-line Help Document with 'Quick Start Guide' is included.(* Apple Watch users can access and download it from our website.)

Available for more Apple Devices

Apple iPhone, iPad, Watch and Mac versions all now available.


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   Latest FairOption version 3.2 (2022 release) *

* Version 2 does not include various v3.2 features.

** As detailed in 'Utilities (Mac and iOS only)' section on Page 39 of the downloadable FairOption V3.2 Help Document : The utilities are currently not included on Watch as they are more suitable for larger devices with more segregated storage, and most users who have Apple Watch do also have an iPhone. (Therefore the same securities data can then be synched between the two devices and the utilities and data are accessible from the iPhone).