OPTION ANALYTIC
Black-Scholes Options Pricing & Greeks
CALL OPTION
PUT OPTION
LONG (BUY)
SHORT (SELL)
CALCULATE PRICE
CALCULATE IV
PARAMETERS
Spot Price
Strike Price
Valuation Date
Exercise Date
Volatility (%)
Risk-Free Rate (%)
Dividend Yield (%)
PAYOFF DIAGRAM
Green = Current P&L (with time value) | Cyan = Payoff at Expiry | Blue Dashed = Intrinsic Value (no premium)
DELTA
GAMMA
VEGA
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