Option Pricing Calculator
Inputs
Asset price
Strike price
Interest rate (decimal)
Volatility (decimal)
Payout rate (decimal)
Today's Date
Option Maturity
Time to maturity
0.1671 Years
0.1671 Years
Call option
PRICE4.684
δ DELTA0.3730
γ GAMMA0.0196
ν VEGA0.0037
θ THETA24.7430
Put option
PRICE12.241
δ DELTA-0.6270
γ GAMMA0.0196
ν VEGA0.0037
θ THETA23.5505