Options Price Calculator


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Options Price Calculator

Black-Scholes pricing, Greeks, and scenario P/L for long call and put contracts. Contract multiplier: 100 shares.

Live Outputs

Metrics update instantly as price, time, and volatility move.

Theoretical Price$0.00Black-Scholes fair value
Intrinsic Value$0.00In-the-money value
Extrinsic Value$0.00Time plus IV premium
Break-Even$0.00At expiration
Current P/L$0.00Based on entry premium
Max Loss$0.00Long option risk
Max ProfitUnlimitedLong option upside
Delta0.0000Price sensitivity
Gamma0.0000Delta acceleration
Theta / Day0.0000Daily decay estimate
Vega0.0000Per 1 IV point
Rho0.0000Per 1 rate point

P/L vs Underlying Scenario

Option Price vs Underlying Fair value

Theta Decay vs Time Daily theta

IV Impact vs Option Price Volatility

Educational calculator only. Outputs are model estimates and can differ from live option quotes because of spreads, early exercise risk, borrow costs, dividends, liquidity, and market microstructure.

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