Stock Option Calculator
Option Parameters
Option Pricing
Option Type
Call Option
Option Price (Premium)
$0.00 per share
For a standard contract of 100 shares: $0.00
Intrinsic Value
$0.00 (NaN% of premium)
Time Value
$0.00 (NaN% of premium)
Break-Even Price at Expiration
$0.00
Stock must rise -100.00% to break even
Maximum Profit
Unlimited (as stock price rises)
Maximum Loss
$0.00 (premium paid)
Option Greeks
Delta (Δ)
0.0000
Change in option price for a $1 change in stock price
Gamma (Γ)
0.0000
Rate of change in Delta per $1 change in stock price
Theta (Θ)
0.0000
Option price decay per day, all else equal
Vega (V)
0.0000
Change in option price for a 1% change in volatility
Rho (ρ)
0.0000
Change in option price for a 1% change in interest rate
Profit/Loss at Expiration
Profit/Loss Scenarios at Expiration
| Stock Price | Option Value | Profit/Loss | Return on Investment |
|---|
About Stock Option Calculator
This tool helps you analyze stock options using the Black-Scholes model. Calculate option prices, Greeks, and visualize potential profit/loss scenarios at expiration.
Features:
- Option price calculator for both call and put options
- Greeks calculator (Delta, Gamma, Theta, Vega, Rho)
- Profit/loss scenarios at different stock prices
- Break-even analysis and risk assessment
Note: This calculator uses the Black-Scholes model, which makes certain assumptions that may not reflect real market conditions. The results should be used for educational purposes only and not as financial advice.