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 |