The OptionCalculator provides the value and Greeks of any option using the input parameters option style, price of the underlying instrument, strike, time to expiration, volatility, interest rate and dividend data.

If you fill in the table below and press submit, the tool will display the option value and the Greeks.



Input parameters
option style
price underlying
strike price
days to expiration
volatility*
interest rate*
dividend*
*% per year

Option value & Greeks
Call Put
Option price 0.0 0.0
Delta 0.0 0.0
Gamma 0.0 0.0
Theta 0.0 0.0
Vega 0.0 0.0
Rho 0.0 0.0