Option Price Calculator to calculate theoretical price of an option based on Black Scholes Option pricing formula:Spot Price Strike Price Volatility % Risk Free Rate % p.a. Time To Expiry Days Call Option Put Option Option Price Delta Gamma Vega Theta Rho ...
Borrowing is done at the risk-free rate The main variables calculated and used in the Black Scholes calculator are: Stock Price(S):the price of the underlying asset or stock Strike Price(K):the exercise price of the option Time to Maturity (t):the time in years until the exercise/maturit...
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Option Price Calculator Calculate option prices using Black-Scholes or Binomial Tree models. Calculate Greeks - Gamma, Rho etc. Calculate probability of closing in-the-money (ITM) Calculate a multi-dimensional analysis The below calculator will calculate the fair market price, the Greeks, and the ...
This calculator uses the Black-Scholes formula to compute the price of a put option, given the option's time to maturity and strike price, the volatility and spot price of the underlying stock, and the risk-free rate of return. The Black-Scholes option-pricing model can be used to compute...
This stock option calculator compute up to eight contracts and one stock position using Black Scholes. Stock SymbolSolve ForModelHist VolIndexed IVDiv AmtEx-DateFrequencyPriceHelp 0.1072740.116547 443.69-1.39 Tuesday Dec 10, 2024 DIAMONDS TRUST SR 1 ETF ...
Black-Scholes Option Price Interactive Calculation (S=Underlying Price, K=Strike Price, q=dividend yield, r=interest rate, T=time to maturity, t=time passed, sigma=implied volatility/100). Grab the dots on the graph to move the underlying price or adjust settings below. 1 表达式2: "S" ...
This calculator uses the Black-Scholes formula to compute the value of a call option, given the option's time to maturity and strike price, the volatility and spot price of the underlying stock, and the risk-free rate of return. The Black-Scholes option-pricing model is useful for computing...
Using the Black and Scholes option pricing model, this calculator generates theoretical values and option greeks for European call and put options.
Black & Scholes Option Pricing Formula Spot Strike Expiry Volatility (%) Interest (%) Dividend Calculate Call Option PremiumPut Option PremiumCall Option DeltaPut Option DeltaOption Gamma 00000 Call Option ThetaPut Option ThetaCall Option RhoPut Option RhoOption Vega...