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Options Calculator

Interactive Black-Scholes calculator with real-time Greeks and payoff visualization.

Parameters

Strategy InsightDirectional

A single Call or Put option. Long Call is bullish, Long Put is bearish.

Strike Price ($)
Spot Price ($)
Time to Expiry (Days)
Volatility (%)
Risk-Free Rate (%)
Dividend Yield (%)

Net Position

Per 1 Strategy Unit

Net Cost / Credit

$4.75 Debit

Net Delta

0.536

Net Gamma

0.035

Net Theta

-0.082/day

Net Vega

0.114/1%

Net Rho

0.040/1%

Payoff Diagram

NVDA Single

Exp: 30 Days

Days Passed: 0
P/L at Expiration
P/L after 0 days