Options Calculator

Calculate option prices and Greeks using the Black-Scholes model

Call Option Put Option

Current Stock Price

Strike Price

Days to Expiry

1 to 1095 days

Volatility

Annual volatility

Risk-free Rate

Annual rate

Calculating...

$0.00

Intrinsic Value

$0.00

Time Value

$0.00

Delta (Δ)

0.000

Price change per $1 stock move

Gamma (Γ)

0.000

Delta change per $1 stock move

Theta (Θ)

0.000

Value change per day

Vega (ν)

0.000

Value change per 1% volatility move

Rho (ρ)

0.000

Value change per 1% interest rate move