Option Pricing Calculator
Inputs
Asset price
Strike price
Interest rate (decimal)
Volatility (decimal)
Payout rate (decimal)
Today's Date
Option Maturity
Time to maturity
0.1616 Years
0.1616 Years
Call option
PRICE4.562
δ DELTA0.3702
γ GAMMA0.0198
ν VEGA0.0037
θ THETA24.8340
Put option
PRICE12.122
δ DELTA-0.6298
γ GAMMA0.0198
ν VEGA0.0037
θ THETA23.6414