Black Scholes Option Calculator

*You can take data from here
# Call Put
Premium
203.046
0.009
Delta
0.999
-0.001
Theta
-0.597
-0.06
Rho
0.077
-
phi
-0.082
-
Charm
0.003
Vanna
-
Gamma
-
Vega
0.003

Call Value

Price on Expiry will be

202.5

Current Premium is

0.55

Put Value

Price on Expiry will be

0

Current Premium is

0.01

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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