Option Calculator

Options

Qty Style C/P Lot Size Spot ($) Strike ($) Rate (%) Carry (%) Expiry (yrs) Vol (%) Traded At ($)

Premium & P&L

Option Model Price ($) Prob Assigned (%) Cash Delta ($) Total Premium ($) P&L ($)

Greeks

Option Delta (%) Gamma (%) Vega ($) Theta ($) Rho ($)

Net Payoff at Expiry