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Share Khan Option Calculator
Share Khan Option Calculator
Option Calculator
How to Use
Price of the underlying 250.00 255.00 260.00 265.00 270.00
Risk-free interest rate (%) 9.0 9.0 9.0 9.0 9.0
Strike price 250 250 250 250 250
Annual volatility (%) 45.0 45.0 45.0 45.0 45.0
Time to expiration (days lef 28 28 28 28 28
Dividend yield (%) 0.0 0.0 0.0 0.0 0.0
Price of Call Option 13.26 16.15 19.34 22.81 26.54
Price of Put Option 11.54 9.43 7.62 6.09 4.82
Delta for Call Option 0.547 0.609 0.667 0.721 0.769
Delta for Put Option -0.453 -0.391 -0.333 -0.279 -0.231
Theta for Call Option -0.251 -0.252 -0.248 -0.240 -0.228
Theta for Put Option -0.190 -0.191 -0.187 -0.179 -0.166
Gamma for Call Option 0.013 0.012 0.011 0.010 0.009
Gamma for Put Option 0.013 0.012 0.011 0.010 0.009
Vega for Call Option 0.274 0.271 0.262 0.247 0.228
Vega for Put Option 0.274 0.271 0.262 0.247 0.228
Rho for Call Option 0.095 0.107 0.118 0.129 0.139
Rho for Put Option -0.096 -0.084 -0.072 -0.061 -0.052
Black & Scholes Option Pricing Calculator
Price of the underlying 250.00 Strike price nearest to spot level 250
Risk-free rate of interest(%) 9.0 Strike price interval 10
Annual volatility (%) 45.0
Time to expiration (days left) 28
Dividend yield (%) 0.0
How to USE this calculator Strike Price Premium Delta Theta Gamma Vega Rho
Call option 220 33.59 0.874 -0.161 0.007 0.144 0.142
Put option 220 2.07 -0.126 -0.107 0.007 0.144 -0.026