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Disclaimer: Data may be delayed, incomplete or inaccurate. For education and research only. Use at your own risk. Not financial advice.

Option Pricing Calculator

Price a call or put, see its Greeks, back out implied volatility from a market price, and chart the profit or loss. Uses Black-Scholes for stocks and Black-76 for options on futures, such as FCPO options.

Position

Starting values are an example, not live market data.

Call price
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Intrinsic value
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Time value
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Put price
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Position value
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Break-even at expiry
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Chance of expiring in the money
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Greeks

For one option, per unit of the underlying. Multiply by contracts × multiplier for the position.

Implied volatility

Enter a market price for this option to find the volatility it implies.

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Profit and loss of the position

At expiryToday, by model

Model prices assume constant volatility and European exercise. Real option prices also reflect skew, liquidity and early exercise. Not trading advice.