Black Scholes Option Calculator

*You can take data from here
# Call Put
Premium
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Delta
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Theta
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Rho
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phi
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Charm
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Vanna
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Gamma
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Vega
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Call Value

Price on Expiry will be

Current Premium is

Put Value

Price on Expiry will be

Current Premium is

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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