Black Scholes Option Calculator

*You can take data from here
# Call Put
Premium
241.001
29.387
Delta
0.808
-0.192
Theta
-2.554
-2.018
Rho
1.018
-0.282
phi
-1.13
0.269
Charm
0.006
Vanna
-0.005
Gamma
0.001
Vega
1.77

Call Value

Price on Expiry will be

202.5

Current Premium is

38.5

Put Value

Price on Expiry will be

0

Current Premium is

29.39

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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