Simple option pricing GUI

A GUI that presents the results of a Black-Scholes and a Monte Carlo European option pricer

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This GUI accepts the various constants needed to run a Black-Scholes calculation for pricing several European options:
Put, Call, Straddle, Strangle, Bull Spread, Bear Spread, Butterfly

It plots the pricing surface for the appropriate option and then runs a number of Monte Carlo simulations (daily granularity) for that given set of parameters. It provides some useful information on the Monte Carlo simulation in graphical form.

Cite As

Ameya Deoras (2026). Simple option pricing GUI (https://www.mathworks.com/matlabcentral/fileexchange/21675-simple-option-pricing-gui), MATLAB Central File Exchange. Retrieved .

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.0.0.1

Updated license

1.0.0.0