Convexity is a straightforward implementation of the Black-Scholes model for pricing European put and call options. The price of both put and call options is calculated and displayed instantly when any of the inputs are changed - no need to press a calculate button.
It can also calculate the implied volatility given the price of the options. All of the greeks (delta, theta, rho, vega, and gamma) are calculated and displayed as well, on a single easy to read screen.
You can choose the quotation convention of both the risk free rate and the dividend rate on the settings page. The settings page is also where you choose between calculating price or implied volatility and choose between entering the options term or maturity date. The app works just as well for currency and assets other than stocks.
Written by a professional options trader and mathematics Ph.D.