AAPL$187.680.67%MSFT$425.22-0.51%GOOGL$165.302.11%AMZN$178.75-1.03%TSLA$263.543.44%META$474.991.11%NVDA$824.181.89%JPM$198.450.44%V$276.32-0.52%WMT$59.780.57%AAPL$187.680.67%MSFT$425.22-0.51%GOOGL$165.302.11%AMZN$178.75-1.03%TSLA$263.543.44%META$474.991.11%NVDA$824.181.89%JPM$198.450.44%V$276.32-0.52%WMT$59.780.57%

Options Calculator

Calculate option prices and Greeks using the Black-Scholes model. Analyze how Delta, Gamma, Theta, Vega, and Rho change with different market conditions.

Option Parameters

Example: 0.25 for 3 months, 0.083 for 1 month

Option Valuation

Option Price

$4.61

Intrinsic Value

$0.00

Time Value

$4.61

Moneyness:
ATM
Breakeven: $104.61
Option Greeks

Delta

0.569

Price sensitivity

Gamma

0.0393

Delta sensitivity

Theta

-0.0287

Time decay/day

Vega

0.196

Volatility sensitivity

Rho

0.131

Interest rate sensitivity

Risk Analysis

Maximum Profit

Unlimited

Maximum Loss

$4.61

Breakeven Point

$104.61

Options Greeks Chart

Option Price: Theoretical option value

Understanding Options and Greeks

Options are financial derivatives that give you the right, but not the obligation, to buy (call) or sell (put) an underlying asset at a specific price before expiration.

The Greeks Explained

  • Delta: Measures how much the option price changes for a $1 change in the underlying price
  • Gamma: Measures how much Delta changes for a $1 change in the underlying price
  • Theta: Measures how much the option price decreases each day due to time decay
  • Vega: Measures how much the option price changes for a 1% change in volatility
  • Rho: Measures how much the option price changes for a 1% change in interest rates

Black-Scholes Model

The Black-Scholes model is a mathematical framework for pricing European options. It considers the current stock price, strike price, time to expiration, risk-free rate, and volatility to determine the theoretical option price.