Option Price Calculator | American or European Options

Calculate option prices using either a Black-Scholes or the Binomial Tree model. Will automatically calculates historical volatility from market data. financial-calculators.comProductsC-Value!forWindowsSolveIT!forWindowsWordPressPluginsMoreWhatCalculator?MortgageCenterAllAboutLoanAmortizationSetCurrencyandDateFormatTurnOnTitlePageOptionContactOnlineCalculatorsBlogStoreIsyournativelanguageoneotherthanEnglish?Ifso,canyouhelpbyvalidatingthesetranslations?financial-calculators.com>options-calculatorOptionsCalculatorSupportingBlack-ScholesandBinomialTreeModelsadvertisementNewOptionPriceCalculatorCalculatefairpricesusingeitherBlack-ScholesorBinomialTreemodels.CalculateGreeks-Gamma,Rhoetc.Calculateprobabilityofclosingin-the-moneyFreeconnectiontomarketdata-automaticallycalculateshistoricalvolatilityCalculateamulti-dimensionalanalysisIt'sFree,TryItNow!Thebelowcalculatorwillcalculatethefairmarketprice,theGreeks,andtheprobabilityofclosingin-the-money(ITM)foranoptioncontractusingyourchoiceofeithertheBlack-ScholesorBinomialTreepricingmodel.Thebinomialmodelismostappropriatetouseifthebuyercanexercisetheoptioncontractbeforeexpiration,i.e.,Americanstyleoptions.Incontrast,tradersshouldusetheBlack-Scholesmodelforcontractsthattheycanexerciseonlyatoptionexpiration,i.e.,Europeanstyle.Thecurrentpriceofanoptionunderthebinomialmodelisequaltothepresentvalueoftheprobability-weightedfuturepayoffs.Seebinomialoptionpricingmodel.FordetailsabouttheBlack-ScholesseewhatistheBlack-Scholes-Mertonmodel.MorebelowPleaseturnyourdevice  CalculatorGetMarketDataBinomialTreeStockPrice?:Volatility?:DividendType?:DiscreteDividendsDividendYieldDividendYield?:Ex-dividendDate?:DividendAmount?:PricingModel?:BinomialTreeBlack-ScholesOptionStyle?:AmericanEuropeanStrikePrice?:InterestRate?:TradeDate?:ExpirationDate?:Analyze?:CallPutAnalyzeBy?:StockPriceVolatilityTimeInterestRateStrikePriceMeasure?:Price-TimePremiumDeltaGammaThetaVegaRhoProbabilityNumberofTreeSteps(3-150)(#)?:AnalysisLabelSnapshot:CallPutPrice:Delta:Gamma:Theta:Vega:Rho:Omega:Probability:PositionIs:Symbol?:Price:NextEx-dividendDate:NextExpectedDividend:CalculatedHistoricalVolatility:EstimatedDividendYield:Closingpricesusedforcalculatingvolatility:Enterasymbolandclick"GetData."Thisfreeversionofthecalculatorgetsthepriortradingday'sclosingprice.YoumayupdatethedataretrievedfromIEXonthecalculatortab.DataprovidedbyIEXCloudCalcClearPrintGetData©2016financial-calculators.com,allrightsreserved$:mm/dd/yyyy×Info...  OriginalSize  TheGreeksThisWikipediaarticleexplainsGreeksindetail.Whatfollowsbelowisasummary.Deltameasurestherateofchangeofthetheoreticaloptionvaluetochangesintheunderlyingasset'sprice.Deltaisonascalefrom1.00to-1.00.Deep-in-the-moneyoptionseventuallymovedollarfordollarwiththeunderlyingstock.Note,calls,andputshaveoppositedeltasigns.GammaisthemeasurementoftherateofchangeoftheDelta.Thetameasurestherateofdeclineinthepriceofanoptionduetotimepassing.Thetaisalsoknownas"timedecay."Vegameasuresanoption'ssensitivitywhentherearechangesinthevolatilityoftheunderlyingasset.Infinance,weexpressVegaastheamountofmoneyperunderlyingsharethattheoption'svaluewillgainorloseasvolatilityrisesorfallsbyonepercentagepoint.Alloptions(bothcallsandputs)willgainvaluewithincreasingvolatility.Rhomeasuresthesensitivityofastockoptionpricetoachangeininterestrates.Omega(Elasticity)isthepercentagechangeinoptionvalueperpercentagechangeintheunderlyingprice.Omegaisameasureofleverage.ThehighertheOmega,thegreatertheleverage(orthegreatertherisk).Probability,whilenotaGreek,probabilitymeasureshowlikelyanoptioncontractwillcloseITM(in-the-money).YoushouldnotethatjustbecauseacontractisITMdoesnotmeantheoptiontradewillbeprofitable.Profitabilitydependsonthepremiumpaid.advertisementUltimateInvestmentCalculatorFlexible.Solveformanyunknowns.Optionallyconsidersinflation,taxesand/orfeesCalculateswhat'srequiredtoreachagoalCreateseitherinvestment(+)orincome(-)schedulesIt'sFree,TryItNow!RetirementCalculatorAreyouontrack?ConsiderspreandpostretirementcashflowsAllowsformultipleincomesourcesFactorininflation-Yikes!It'sFree,TryItNow!advertisementadvertisement JimNancesays:May25,2021at7:07pm HiKarl,I’mlookingtoautomate,asfullyaspossible,thepricing&manipulationofamericanstockoptionssuchasGoogle,Apple,IBM,etc.(Idon’ttradeindexes,futures,european,etc.)I’mhavingthedevilofatimegettingarisk-freeinterestrateIfeelconfidenttouse–fromeverysourceI’vereadnobodycanagreebetweenusingtheS&P,orT-Billrates,orLIBORswapcurve.Doyouhaveabinomialoptionpricingcalculatorthatwillcalculatethehistoricalvolatility&impliedvolatility,populatetheriskfreeinterestrate,chartmultiplelegs&showtheaffectsoftimeerosionforstrategyanalysisandforecastpriceprobability?Pleasesayyoudo…….thanksforyourtime,Jim Karlsays:May25,2021at9:31pm HiJim,Idon’thaveanythingthatpopulatestherisk-freerateofreturn.You’llhavetotypeitinyourself.NordoIhaveanythingthatcalculatestheimpliedvolatility,butthiscalculatorshouldmaketheothercalculationsthatyouaskedabout.Makesureyouhavethe"PricingModel"ontheCalculatortabsetto"BinomialTree". jimnancesays:May26,2021at10:46am Thank-youforthepromptresponse.Jim MarkBurchsays:June3,2021at4:26pm Iamtryingtogetthechartforamortgageof$105,000.repaymentover20years,whichwearealreadyattheendofperiodandbeabletoprintthechartaswell. Karlsays:June3,2021at5:16pm Thisamortizationschedulecalculatorwillallowyoutoprintapaymentschedule.Ithinkthat’swhatyouarelookingfor.Letmeknowifyouhadanythingelseinmind.I’mnotsurebecauseyouareontheOptionscalculatorpage.Comments,suggestions&questionswelcomed...CancelreplyCommentsaremoderated.HTMLmarkupaccepted.PrivacyStatement(notlegalese)* YourName:* Email:(Youremailaddressisnotpublished.Usedonlytonotifyyouofareply.)* RequiredΔCurrencyandDateConventions×Albania    (Lek)    Lek12,345,678.99Algeria    (AlgerianDinar)    DZD12,345,678.99Argentina    (ArgentinePeso)    $12.345.678,99Armenia    (ArmenianDram)    AMD12,345,678.99Australia    (AustralianDollar)    $12,345,678.99Austria    (Euro)    €12.345.678,99Azerbaijan    (Manat)    ₼12,345,678.99Bahrain    (BahrainiDinar)    BHD12,345,678.994Belarus    (Ruble)    Br12,345,678.99Belgium    (Euro)    12345678,99€Belgium    (Euro)    €12.345.678,99Belize    (BelizeDollar)    BZ$12,345,678.99Bolivia    (Boliviano)    $b12.345.678,99Bosnia/Herzegovina    (Mark)    12.345.678,99KMBrazil    (BrazilianReal)    R$12.345.678,99Brunei    (BruneiDollar)    $12,345,678.99Bulgaria    (BulgarianLev)    12345678,99лвCanada    (CanadianDollar)    $12,345,678.99Canada    (CanadianDollar)    12345678,99$Chile    (ChileanPeso)    $12.345.679China    (YuanRenminbi)    ¥12,345,678.99Colombia    (ColombianPeso)    $12.345.678,99CostaRica    (Colon)    ₡12345678,99Croatia    (Kuna)    12.345.678,99knCzechia    (CzechKoruna)    12345678,99KčDenmark    (DanishKrone)    12.345.678,99krDominicanRepublic    (DRPeso)    RD$1,234.99Ecuador    (USDollar)    $12.345.678,99Egypt    (EgyptianPound)    £12,345,678.99ElSalvador    (ElSalvadorColon)    $12,345,678.99Estonia    (Euro)    12345678,99€FaroeIslands    (DanishKrone)    kr12,345,678.99Finland    (Euro)    12345678,99€France    (Euro)    12345678,99€Georgia    (Lari)    GEL12,345,678.99Germany    (Euro)    12.345.678,99€Greece    (Euro)    12.345.678,99€Guatemala    (Quetzal)    Q12,345,678.99Honduras    (Lempira)    L12,345,678.99HongKong    (HKDollar)    HK$12,345,678.99Hungary    (Forint)    12345678,99FtIceland    (IcelandKrona)    kr12,345,679India    (IndianRupee)    ₹1,23,45,678.99Indonesia    (Rupiah)    Rp12.345.678,99Iran    (IranianRial)    ﷼12,345,678.99Iraq    (IraqiDinar)    IQD12,345,678.994Ireland    (Euro)    €12,345,678.99Israel    (Sheqel)    ₪12,345,678.99Italy    (Euro)    12.345.678,99€Jamaica    (JamaicanDollar)    J$12,345,678.99Japan    (Yen)    ¥12,345,679Jordan    (JordanianDinar)    JOD12,345,678.994Kazakhstan    (Tenge)    лв12,345,678.99Kenya    (KenyanShilling)    KES12,345,678.99Korea(South)    (Won)    ₩12,345,679Kuwait    (KuwaitiDinar)    KWD12,345,678.994Kyrgyzstan    (Som)    лв12,345,678.99Latvia    (Euro)    12345678,99€Lebanon    (LebanesePound)    £12,345,678.99Libya    (LibyanDinar)    LYD12,345,678.994Liechtenstein    (SwissFranc)    CHF12’345’678.99Lithuania    (Euro)    12345678,99€Luxembourg    (Euro)    12.345.678,99€Luxembourg    (Euro)    12.345.678,99€Macao    (Pataca)    MOP12,345,678.99Malaysia    (Ringgit)    RM12,345,678.99Maldives    (Rufiyaa)    MVR12,345,678.99Malta    (Euro)    €12,345,678.99Mexico    (MexicanPeso)    $12,345,678.99Monaco    (Euro)    12345678,99€Mongolia    (Tugrik)    ₮12,345,678.99Morocco    (Dirham)    MAD12,345,678.99Netherlands    (Euro)    €12.345.678,99NewZealand    (NZDollar)    $12,345,678.99Nicaragua    (CordobaOro)    C$12,345,678.99Nigeria    (Naira)    ₦12,345,678.99Norway    (NorwegianKrone)    kr12345678,99Norway    (NorwegianKrone)    kr12,345,678.99Oman    (RialOmani)    ﷼12,345,678.994Pakistan    (PakistanRupee)    ₨12,345,678.99Panama    (Balboa)    B/.12,345,678.99Paraguay    (Guarani)    Gs12.345.679Peru    (Sol)    S/.12,345,678.99Philippines    (PhilippinePeso)    ₱12,345,678.99Poland    (Zloty)    12345678,99złPortugal    (Euro)    12345678,99€Qatar    (QatariRial)    ﷼12,345,678.99Romania    (RomanianLeu)    12.345.678,99leiRussianFederation    (Ruble)    12345678,99₽SaudiArabia    (SaudiRiyal)    ﷼12,345,678.99Singapore    (SingaporeDollar)    $12,345,678.99Slovakia    (Euro)    12345678,99€Slovenia    (Euro)    12.345.678,99€SouthAfrica    (Rand)    R12,345,678.99SouthAfrica    (Rand)    R12345678,99Spain    (Euro)    12.345.678,99€Sweden    (SwedishKrona)    12345678,99krSwitzerland    (SwissFranc)    CHF12’345’678.99Switzerland    (SwissFranc)    12 345 678.99CHFSwitzerland    (SwissFranc)    CHF12’345’678.99SyrianArabRepublic    (SYP)    SYP12,345,679Taiwan    (TaiwanDollar)    NT$12,345,678.99Thailand    (Baht)    ฿12,345,678.99Trinidad&Tobago    (T/TDollar)    TT$1,234.99Tunisia    (TunisianDinar)    TND12,345,678.994Turkey    (TurkishLira)    ₺12.345.678,99Ukraine    (Hryvnia)    12345678,99₴UnitedArabEmirates    (UAEDirham)    AED12,345,678.99UnitedKingdom    (GBP)    £12,345,678.99UnitedStates    (USDollar)    $12,345,678.99Uruguay    (PesoUruguayo)    $U12.345.678,99Uzbekistan    (UzbekistanSum)    лв12,345,678.99Venezuela    (BolívarSoberano)    VES12.345.678,99VietNam    (Dong)    12.345.679₫Yemen    (YemeniRial)    ﷼12,345,678.99Zimbabwe    (ZWL)    ZWL12,345,678.99MM/DD/YYYYDD/MM/YYYYDD-MM-YYYYDD.MM.YYYYYYYY-MM-DDYYYY.MM.DDYYYY/MM/DDAllcalculatorswillrememberyourchoice.Youmayalsochangeitatanytime.Clicking"Savechanges"willcausethecalculatortoreload.Youreditswillbelost.CancelSavechangesadvertisement