Calculate option prices using Black-Scholes or Binomial Tree models. Also calculate Greeks, and the probability of closing in-the-money (ITM) for a contract.
Line Graph: Please use the calculator's report to see detailed calculation results in tabular form. Value of Options by Year Definitions Current stock price 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...
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 ...
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 month and year ...
. 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...
Powerful Options Profit Calculator Our strategy builder helps you instantly visualize the expected profit and loss for your strategy. Never trade in the dark again. Trade Optimization Not sure where to start? Simply give our optimizer a target date and price and we'll scan thousands of potential...
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...
Options strike price: the strike price of your options grant Exercise FMV or Assessment/409A: market price at exercise or the price per share from an independent assessment (generally on the 409A) Sale Price: the price to sell the exercised shares ...
Price Probability Calculator 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...] ...
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...