Black Scholes Option Calculator

*You can take data from here
# Call Put
Premium
209.496
4.312
Delta
0.933
-0.067
Theta
-2.366
-1.829
Rho
0.355
-0.028
phi
-0.384
0.028
Charm
0.018
Vanna
-0.005
Gamma
0.0009
Vega
0.456

Call Value

Price on Expiry will be

202.5

Current Premium is

7

Put Value

Price on Expiry will be

0

Current Premium is

4.31

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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