Futures and Options Calculator
CALCULATION SETTINGS
Option type:
Call
Put
Maturity:
in
Days
Months
Years
Calculate:
Theoretical value
Implied volatility
DATA INPUT
Option 1
Option 2
Option 3
Option 4
Option 5
iterate
Share Price:
Strike Price:
Maturity:
Dividend Yld:
Interest Rate:
Volatility:
Option Price:
OUTPUT
Option 1
Option 2
Option 3
Option 4
Option 5
Theoretical Val
10.001
7.001
4.001
1.017
0.000
Percent of s-p
15.63
10.94
6.25
1.59
0.00
Delta
1.000
1.000
1.000
0.943
0.001
Gamma
0.00000
0.00000
0.00000
0.17805
0.00557
Theta
-0.766
-0.901
-1.036
-27.682
-0.834
Vega
0.000
0.000
0.000
0.270
0.008
Rho
0.074
0.078
0.082
0.081
0.000
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