Calculate Options Greeks & Options Valuation
Click on the calculate button to show data
To calculate the value of your options, you need to input some parameters in the formula. First, enter the current market price of the underlying asset in the spot price field. Next, enter the agreed price at which you can buy or sell the asset in the strike price field. Then, enter the expected volatility of the asset price in the implied volatility (IV) field, as a percentage. After that, enter the risk-free interest rate, which is usually based on the yield of government bonds. Finally, select the date when your options contract expires and the annual dividend paid by the asset, if any.
The calculator will display Delta, Gamma, Theta, Rho & Vega for both put and call options.
Black Scholes Option pricing model works only for European vanilla options.
To learn more about options delta and how to use it, kindly check our other article about options greeks in detail
Learn more about options greeks in detail with examplesOptions Greeks