Option Pricing Models

Input Parameters

Spot Price

Strike Price

Volatility

Risk-Free Rate

Time to Maturity (years)

Number of Simulations

Option Strategy

Monte Carlo Simulation

Visualize price paths and analyze option prices

Call Option

$0.00

Black-Scholes: $0.00

Implied Volatility: 0.00%

Put Option

$0.00

Black-Scholes: $0.00

Implied Volatility: 0.00%

Greeks

Δ: 0.000 / 0.000

Γ: 0.000

Θ: 0.000 / 0.000

V: 0.000

Put-Call Parity

Diff: $0.0000

Execution time: 0.00 ms