Option Prices Calculator

Calculation of the prices of options based on the European options (using Black-Scholes model), or American options (using Binomial trees). Disclaimer: This is for educational purposes only, and not for trading purposes.


Option Type
Stock Price
Strike
Implied Volatility
Sell date
Expiration date

Interest rate
Factor
Commission
CALL PUT
Price
Delta
Gamma
Theta
Vega
Rho