Many years ago, for an old web site, I developed a nice option value calculator that handles various standard models. It calculates option values, so-called “Greeks”, and “smile curves” for the Black-Scholes model, Merton’s jump-diffusion, and various models with stochastic volatility or stochastic volatility with jumps. You can also use it to extract implied volatilities. Here’s a screenshot:
If you’re interested, here is the calculator available for download.
What you get is a zipped file that contains a Windows executable and a tutorial (help) file in pdf format. The software is free to use but is not maintained. After extracting the two files, put both of them in any convenient folder.