Your browser of choice has not been tested for use with Barchart.com. If you have issues, please download one of the browsers listed here.
Less than $10/month! Screen on your Watchlists and Portfolios with Barchart Plus. FREE 30 Day Trial
Stocks | Futures | Watchlist | More
or

Options Calculator

Generate fair value prices and Greeks for any U.S or Canadian equity or index options contract.
Thu, Apr 25th, 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.
Please wait...

[[ 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 || '--' ]]%
Want to use this as
your default charts setting?
Save this setup as a Chart Templates
Switch the Market flag
for targeted data from your country of choice.
Open the menu and switch the
Market flag for targeted data from your country of choice.
Want Streaming Chart Updates?
Switch your Site Preferences
to use Interactive Charts
Need More Chart Options?
Right-click on the chart to open the Interactive Chart menu.

Free Barchart Webinar