Online Option Calculator

Input the items below to get the theoretical price, delta, gamma, theta, rho and vega of the option. Input a theoretical to also get a measure of implied volatility.

Price Option



By clicking "calculate", you are agreeing to our Terms of Use

Include option price to get implied volatility calculation

Underlying price required Underlying price must be between 0 and 10,000 Underlying price must be a number. (no leading decimals) Strike price must be a number Strike price required. Strike price must be between 0 and 10000 Interest rate required Interest rate must be between 0 and 100% Interest rate must be a number Volatility required Volatility must be between 0 and 100% Volatility must be a number Days to maturity required Days to maturity must be between 1 and 100000 Days to maturity must be a number Dividend required. Use 0 for no dividend Dividend must be between 0 and 100 Dividend must be a number Call/Put required Value for implied volatility must be between 0 and 100000 Value for implied volatility must be a number
Reset Clear Inputs
{{data.inputStrikePrice | currency}} {{data.inputPutCall}} Price Input: {{data.inputSpotPrice | currency}} Interest Rate Input: {{data.inputInterestRate |number:2}}% Volatility Input: {{data.inputVol | number:2}}% Days to Maturity Input: {{data.inputDaysToMaturity}} Dividend Input: {{data.inputDividend | currency}}
Option Value: {{data.priceOption.calcPriceImpVol | currency}}
Delta: {{data.priceOption.calcDelta | number:4 }}
Gamma: {{data.priceOption.calcGamma | number:4 }}
Rho: {{data.priceOption.calcRho | number:4}}
Theta: {{data.priceOption.calcTheta | number:4}}
Vega {{data.priceOption.calcVega | number:4}}
Implied Volatility based on {{data.inputValueVol | currency}} input: {{data.priceOption.imp_volatility*100 | number:2}}%
Implied volatility cannot be calculated from value entered.

Latest Option Trading News

Like Our Site?