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Options Calculator

Generate fair value prices and Greeks for any U.S or Canadian equity or index options contract.
Fri, Dec 13th, 2024
Customize your input parameters by entering the option type, strike price, days to expiration (DTE), and risk-free rate, volatility, and (optional) dividend yield% for equities. The calculator uses the latest price for the underlying symbol. Theoretical values and IV calculations are performed using the Black 76 Pricing model, which is different than the Binomial model used on the symbol's Volatility & Greeks page.
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[[ symbolData.symbolName ]] ([[ symbolData.symbol ]])

[[ symbolData.lastPrice ]] [[ symbolData.priceChange ]] ([[ symbolData.percentChange ]]) [[ symbolData.tradeTime ]] ([[ symbolData.exchange ]])
Select the option for calculation. The Input Parameters may be overridden below.
[[ optionData.daysToExpiration ]] DTE (days)
Input Parameters
Calculated Theoretical Values
  • Theoretical Price [[ bsm.theoretical || '--' ]]
  • Delta [[ bsm.delta || '--' ]]
  • Gamma [[ bsm.gamma || '--' ]]
  • Vega [[ bsm.vega || '--' ]]
  • Theta [[ bsm.theta || '--' ]]
  • Rho [[ bsm.rho || '--' ]]
IV Calculation
  • Option [[ optionData.optionType || (optType === 'call' ? 'Call' : 'Put') || '--' ]]
  • Market Option Price
  • Implied Volatility [[ bsm.iv || '--' ]]%
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