Black Scholes Option Calculator

*You can take data from here
# Call Put
Premium
230.573
21.101
Delta
0.835
-0.165
Theta
-2.656
-2.121
Rho
0.811
-0.184
phi
-0.893
0.177
Charm
0.008
Vanna
-0.005
Gamma
0.0011
Vega
1.408

Call Value

Price on Expiry will be

202.5

Current Premium is

28.07

Put Value

Price on Expiry will be

0

Current Premium is

21.1

Changes in Option Value with changes in Price

Changes in Option Value with changes in Time

Changes in Option Value with changes in Volatility

Changes in Option Value with changes in Interest

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