Option Calculator Implied Volatility Strategies Custom Matrix About Contact Underlying Price Exercise Price Days Until Expiration Interest Rates % Dividend Yield % Volatility % Rounding Graph Increment Call OptionPut Option Theoretical Price 3.019 2.691 Delta 0.533 -0.467 Gamma 0.055 0.055...
Black-Scholes Option Price CalculatorOption 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 ...
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 ...
. The position profits when the stock price rises. The call buyer has limited losses and unlimited gains, but the potential reward with limited risk comes with a premium that must be paid when entering the position. The Option Calculator can be used to display the effects of changes in the...
option calculator Help The Option Calculator computes a series of theoretical option prices based on the options selected and charts the results. The inputs to the Option Calculator are: Price - the underlying stock price Strike - the strike price of the option Expiration - the expiration ...
Derivative Engines provides differentiated option pricing solutions for every participant in the options market with affordable prices. Users can price several foreign currency (FX) options, (European Vanilla, Barrier Options, Binary Options etc.) and St
Current stock price. If this price is above your option strike price, you are already in the money. If it is currently below the option strike price, your options will not have any value until it exceeds the strike price. Stock appreciation This is the annual rate of return you expect fr...
Probability that price will be above or below a certain level or within a certain range at a given point in the future.[more...] Black-Scholes Calculator Calculating option prices and Greeks using the Black-Scholes-Merton model.[more...] ...
Easy Option Calculator is very easy to use, enter following values, and click button “Call”, or “Put” to get option prices and option Greeks: Underlying price ($), exercise price ($), days until expiration (days), interest rate (%), and volatility (%). ...
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/maturity date of the option ...