Options Trading

Use Black-Scholes, binomial pricing, and Greeks calculators to evaluate options strategies and manage risk.

6 calculators in this toolkit

Calculate European call and put option prices using the Black-Scholes pricing model.

Estimate the fair value of a European call option using the Cox-Ross-Rubinstein binomial tree model.

Calculate Delta, Gamma, Theta, Vega, and Rho for a European call option using the Black-Scholes model.

Back-solve for the implied volatility of a European call option given its market price using the Black-Scholes model.

Estimate the maximum potential 1-day loss on a portfolio at a given confidence level using the parametric VaR method.

Calculate the Sharpe ratio to measure risk-adjusted return of a portfolio relative to the risk-free rate.