Black Scholes Option Calculator

*You can take data from here
# Call Put
Premium
235.839
25.296
Delta
0.82
-0.18
Theta
-2.608
-2.073
Rho
0.915
-0.232
phi
-1.012
0.222
Charm
0.007
Vanna
-0.005
Gamma
0.0011
Vega
1.596

Call Value

Price on Expiry will be

202.5

Current Premium is

33.34

Put Value

Price on Expiry will be

0

Current Premium is

25.3

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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