Black vs Option Calculation

Simple and effective Black-Scholes solver to help you price different stock option chains. Allows you to calculate put / call option prices given volatility or solve for volatility given a put / call option price. In addition to the standard solver, this calculator lets you test the sensitivity of your answer to the different input variables. Quickly adjust any variable in the equation to see how it affects the final answer. Simply use the provided scroll bars once entering a value to adjust (on the fly) the final answer. Variables which allow for sensitivity study include: - Stock Price - Option Strike Price - Risk-Free Interest Rate In addition to solving the standard Black-Scholes formula, this calculator also adjusts the solution to account for dividends (if applicable) in the underlying stock. However, dividends can also be excluded from the calculation and set to zero if the user desires a true original Black-Scholes value. Standard inputs into the solver include: - Volatility - Call Price - Put Price - Current Stock Price - Date of Option Expiration - Stock Dividend Rate - Risk-Free Interest Rate Solutions from the solver include: - Volatility Given Put Price - Volatility Given Call Price - Put Price Given Volatility - Call Price Given Volatility Slight rounding errors in the final solution may exist due to the standard approximation made to solve the cumulative normal distribution function. However, the final value with these errors matches closely to many other Black-Scholes solvers available today.

This is an effective and practical app for calculation of European-style option! Based on BSM Model: • support to calculate option price, implied volatility, put-call parity. • When you calculate option price/implied volatility, the greeks are calculated and show simultaneously. • Support to show option price/delta/gamma for 2D/3D interactively! • Overlay contracts' curve with different days/implied volatility in same graph. For example, to calculate option price: input underlying price, strike price, days to expire, riskless rate, implied volatility, tap the blue button in the bottom, the option price will be calculated and show immediately! Then tap the button in the top right, show function line of delta/gamma and underlying price in theory. Slide to change the underling price, see how price/delta/gamma changes.