Call option price calculator

Author: h | 2025-04-25

Options calculator is calculated based on options price, number of contracts, current stock price, strike price. The call options calculator calculate your total profit for your call options and the put options calculator calculates your profit for call options. Each contract is Options profit calculator is used to calculate your options profits or losses. Options calculator is calculated based on options price, number of contracts, current stock price, strike price. The call options calculator calculate your total profit for your call options and the put options calculator calculates your profit for call options.

Options Trading Calculator: Calculate Call and Put Option Prices

8100 Nifty Call option ( index option), hence the value in ex-dividend date field is irrelevant.Once the input values are loaded, click Calculate to generate the output. The following image shows the output:The first field in the output field is the theoretical option price (also called the fair value) of the call and put option. The calculator is suggesting the fair value of 8100 call option should be 81.14 and the fair value of 8100 put option is 71.35. However, the call option value as seen on the NSE option chain is 83.85.The difference, though not significant, mainly occurs due to factors such as wrong volatility assumptions, bid-ask spread, liquidity, transaction charges, and taxes.Following the theoretical option price you can find the data on Greek values. As of today Nifty spot is 8085, and the closest ATM option is 8100. As we had discussed in the previous post, the ATM option should have a delta of approximately 0.5. In fact, the calculator is telling us that the delta is 0.525 for the call option and -0.475 for the put option. This is in line with our discussion on delta in the previous post. Following the delta value we find other Greek values such as Gamma, Theta, Vega, and Rho.Also, by default the calculator calculates the Greeks of:Put option of the same strike, same expiryA simple long straddleOption Calculator to calculate volatilityLet us now use the option calculator to calculate the volatility of the underlying. To do this, I leave the ‘Volatility %’ field blank (highlighted in blue) and select “Volatility” (highlighted in red) option.Further, I input the “Actual Market Value” of the 8100 Call option as observed on NSE, which in this case happens to be 83.85 (see the NSE Quote image above).After selecting this click calculate:It turns out that the volatility of Nifty is 12.96% as opposed to 12.5175% as India VIX suggested. Well, the difference is less than 50 basis points; this should also explain why the calculator calculated the Theoretical Option Price as 81.14 as opposed to 83.84. In fact, instead of 12.5175% if we now give Volatility % input as 12.96% we will get the accurate Option price. See the image below:Conclusion:Option calculators are mainly used to calculate the option Greeks, volatility of the underlying, and the theoretical option price. Sometimes small differences arise owing to variations in input assumptions. Hence for this reason, it is

How to Calculate the Price of Call and Put Options?

This stock option calculator compute up to eight contracts and one stock position using Black Scholes. Stock Symbol Solve For Model Hist Vol Indexed IV Div Amt Ex-Date Frequency Price Help 0.738389 1.5449 1.39 -0.09Friday Feb 21, 2025 OPENTABLE INC Date Volatility Slider Indexed IV Historical IV Leg IV Expiry Strike Put/Call QuanCost Side TPrice Vol TValue Price --> Delta Gamma Theta Vega Rho Hide X --> --> Profit/Loss Portfolio Totals Subscribers can save up to 8 legs --> Auto Calculate Data is delayed from February 21, 2025. You can get started for free to get the latest data.This stock option calculator computes can compute up to eight contracts and one stock position, which allows you to pretty much chart most of the stock options strategies.A long call is a net debit position (i.e. the trader pays money when entering the trade). The position profits when the stock price rises. The call buyer has limited losses and unlimited gains, but the potential reward with limited risk comes with a premium that must be paid when entering the position.The Option Calculator can be used to display the effects of changes in the inputs to the option pricing model. The inputs that can be adjusted are:pricevolatilitystrike pricerisk free interest rateand yieldEnter "what-if" scenarios, or pre-load end of day data for selected stocks. Below are few quick-links for some top stock put/call charts:

Calculate NSE Call Put Option Price - Samco

Moved Nifty, Bank Nifty and FinNifty the most •Intraday Movers- View Intraday Bullish & Bearish Movements in Options Trading•FnO News- Quickly identify what to analyse for your next trade via unusual activities•Synopsis- Track the market movers in the FnO segment•Built-up Scrip & Sector-wise Long, Long unwinding, Short & Short covering built up data•Stop & Target- Assists you in setting the optimum Target and Stop Loss on intraday trades•FnO Scanner- Identify the most active Futures & Options contracts calculated based on OI, price & IV•India VIX- Observe the historical data of Nifty v/s India VIX•SGX Nifty- Track the SGX Nifty IndexPositional Trading Tools•Gainer Loser- Know NSE top gainers and losers for a defined interval•Manager- Place paper trades & set Mark to Market Target & Stop loss alerts•Architect- Build a Payoff Chart of your custom Option Strategy, analyse Break Even Points & much more•Implied Volatility (IV) - IV, IVR, IVP, HV, Vol Skew, Future Realized Volatility•Put Call Ratio (PCR) - Analyse Nifty, Bank Nifty & stock wise Put-Call Ratio•Trap Indicator- Directional Indications based on Option Writing data•Advance Decline- Find out the market strength using Net advance decline •Comparative analysis- Compare price, OI & IV of various FnO Scrips from custom lookback period•Price OI PercentileEssential Trading Tools•Option Calculator- Calculate Implied Volatility and Forecast Option Premium•Ban List- Keep a close watch on Entrants, Exits & Scrips in BAN & MWPL for F & O stocks for free•Deals & Holdings- Get script wise FnO Holdings for highest clients, Track Bulk & Block Deals over NSE•Market News – Be on top of stock market news of all F & O traded stocksThe app's usage of Remote Assist is only to provide demo / support via. a live representative, and does not collect or send any information.. Options calculator is calculated based on options price, number of contracts, current stock price, strike price. The call options calculator calculate your total profit for your call options and the put options calculator calculates your profit for call options. Each contract is Options profit calculator is used to calculate your options profits or losses. Options calculator is calculated based on options price, number of contracts, current stock price, strike price. The call options calculator calculate your total profit for your call options and the put options calculator calculates your profit for call options.

Options Trading – Calculate Options Price - and Calculate Options

This stock option calculator compute up to eight contracts and one stock position using Black Scholes. Stock Symbol Solve For Model Hist Vol Indexed IV Div Amt Ex-Date Frequency Price Help 0.951304 1.02277 3.57 -0.13Wednesday Feb 19, 2025 AMC ENTERTAINMENT Date Volatility Slider Indexed IV Historical IV Leg IV Expiry Strike Put/Call QuanCost Side TPrice Vol TValue Price --> Delta Gamma Theta Vega Rho Hide X --> --> Profit/Loss Portfolio Totals Subscribers can save up to 8 legs --> Auto Calculate Data is delayed from February 19, 2025. You can get started for free to get the latest data.This stock option calculator computes can compute up to eight contracts and one stock position, which allows you to pretty much chart most of the stock options strategies.A long call is a net debit position (i.e. the trader pays money when entering the trade). The position profits when the stock price rises. The call buyer has limited losses and unlimited gains, but the potential reward with limited risk comes with a premium that must be paid when entering the position.The Option Calculator can be used to display the effects of changes in the inputs to the option pricing model. The inputs that can be adjusted are:pricevolatilitystrike pricerisk free interest rateand yieldEnter "what-if" scenarios, or pre-load end of day data for selected stocks. Below are few quick-links for some top stock put/call charts:

black scholes - Calculate volatility from call option price

This stock option calculator compute up to eight contracts and one stock position using Black Scholes. Stock Symbol Solve For Model Hist Vol Indexed IV Div Amt Ex-Date Frequency Price Help 0.114324 0.19002 432.09 -6.40Monday Mar 3, 2025 DIAMONDS TRUST SR 1 ETF Date Volatility Slider Indexed IV Historical IV Leg IV Expiry Strike Put/Call QuanCost Side TPrice Vol TValue Price --> Delta Gamma Theta Vega Rho Hide X --> --> Profit/Loss Portfolio Totals Subscribers can save up to 8 legs --> Auto Calculate Data is delayed from March 3, 2025. You can get started for free to get the latest data.This stock option calculator computes can compute up to eight contracts and one stock position, which allows you to pretty much chart most of the stock options strategies.A long call is a net debit position (i.e. the trader pays money when entering the trade). The position profits when the stock price rises. The call buyer has limited losses and unlimited gains, but the potential reward with limited risk comes with a premium that must be paid when entering the position.The Option Calculator can be used to display the effects of changes in the inputs to the option pricing model. The inputs that can be adjusted are:pricevolatilitystrike pricerisk free interest rateand yieldEnter "what-if" scenarios, or pre-load end of day data for selected stocks. Below are few quick-links for some top stock put/call charts:

How to Calculate the Price of a Call Option Using the BSOPM Formula

When it comes to options trading, precision is key. An options calculator is an essential tool that helps traders assess potential profits, losses, and risks before entering a trade. By inputting variables like strike price, expiration date, implied volatility, and interest rates, traders can estimate an option's theoretical value and determine whether a trade aligns with their trading strategy.How an Options Calculator Works?Options calculators use complex mathematical models like the Black-Scholes Model or the Binomial Pricing Model to evaluate option pricing. These models consider factors such as time decay, volatility, and interest rates to provide traders with an accurate picture of potential market movements.Why Every Trader Needs an Options Calculator?Risk Management – By analyzing potential losses and gains, traders can adjust their trading strategy accordingly.Profit Estimation – Knowing the expected value of an option before trading helps traders make informed decisions.Strategy Optimization – Whether you are using a covered call, straddle, or iron condor, an options calculator can refine your approach.Using an options calculator isn't just about crunching numbers—it’s about refining your trading strategy for maximum profitability.

Options Price Calculator: How to calculate the future price of

This stock option calculator compute up to eight contracts and one stock position using Black Scholes. Stock Symbol Solve For Model Hist Vol Indexed IV Div Amt Ex-Date Frequency Price Help 0.179612 0.279434 497.30 -10.80Monday Mar 3, 2025 POWERSHARES QQQ TRUST SERIE Date Volatility Slider Indexed IV Historical IV Leg IV Expiry Strike Put/Call QuanCost Side TPrice Vol TValue Price --> Delta Gamma Theta Vega Rho Hide X --> --> Profit/Loss Portfolio Totals Subscribers can save up to 8 legs --> Auto Calculate Data is delayed from March 3, 2025. You can get started for free to get the latest data.This stock option calculator computes can compute up to eight contracts and one stock position, which allows you to pretty much chart most of the stock options strategies.A long call is a net debit position (i.e. the trader pays money when entering the trade). The position profits when the stock price rises. The call buyer has limited losses and unlimited gains, but the potential reward with limited risk comes with a premium that must be paid when entering the position.The Option Calculator can be used to display the effects of changes in the inputs to the option pricing model. The inputs that can be adjusted are:pricevolatilitystrike pricerisk free interest rateand yieldEnter "what-if" scenarios, or pre-load end of day data for selected stocks. Below are few quick-links for some top stock put/call charts:. Options calculator is calculated based on options price, number of contracts, current stock price, strike price. The call options calculator calculate your total profit for your call options and the put options calculator calculates your profit for call options. Each contract is Options profit calculator is used to calculate your options profits or losses. Options calculator is calculated based on options price, number of contracts, current stock price, strike price. The call options calculator calculate your total profit for your call options and the put options calculator calculates your profit for call options.

Options Price Calculator - justticks.in

Option Calculators and Stock Screeners Symbol Lookup Tools Volatility QuoteOption ChainsStock Price HistoryOption Price HistoryStrike PeggerVolatility SkewPortfolios Download DataCalculatorsOptions CalculatorProbability CalculatorScreenersMorning Hot SheetVolatile StocksVolume ChangeCovered CallsOption SpreadsStraddlesDividendsTrade FinderSkew Finder 52 Week Hi/Low IV Advanced ScreensButterfly SpreadsCalendar StraddlesButterfly DiagonalsDouble DiagonalsIron Condor -->Open InterestAbout OIPut/Call RatioOI ChangeOI % ChangeHighest OILearning CenterArticlesTutorialGlossarySymbol LookupHOMEHOT SHEETREGISTERSUBSCRIBEFAQs FINMASTERSCONTACT USFollowing --> Option Spread Screener Report Date: SCREENER Select Stock Symbol STOCK PRICE STOCK VOLUME Call Leg LEG VOLUME MONEYNESS EXPIRATION Put leg LEG VOLUME Screener Options Subscribers can save settings One Row Per Underlying Sort By Data is delayed from February 17, 2025. You can get started for free to get the latest data. # Stock StockPrice Expiry Days Strike Short Call Short Put % ofStock IVolSum PricePrice --> Symbol --> P/C --> IVol Price Volume Symbol --> P/C --> IVol Price Volume Go to the old reportData Provided by HistoricalOptionData.com quotes stock stock trading strategies stock options probability calculator put spreads what is the strike price of a stock option the stock market today stock risk stock portfolio leverage in options put options what is a strike price stock option calculator volatility skew high growth stock stock symbol a best trading stocks dividend yielding stocks stock history low risk stocks black scholes model volatile stocks iron condor trade Copyright @ Optionistics.com, 2005-2022 Site Map Contact About Us Privacy Disclaimer Optionistics is not a registered investment advisor orbroker-dealer. We do not make recommendations as to particularsecurities or derivative instruments, and do not advocate thepurchase or sale of any security or investment by you or anyother individual. By continuing to use this site, you agree toread and abide by the full disclaimer.

It’s Calculated, Option Price Sensitivity

Or commodity).Strike Price (K):Input the option’s strike price, which is the price at which the option can be exercised.Time to Maturity (Years, T):Specify the time remaining until the option expires, expressed in years.Risk-Free Rate (%, r):Enter the risk-free interest rate, which is typically the yield on government securities.Market Option Price (C):Input the current market price of the option you wish to analyze.After filling in these fields, simply click the “Calculate Implied Volatility” button to obtain your results.Understanding Your ResultsUpon clicking calculate, the Black-Scholes Implied Volatility Calculator will display:Implied Volatility: This percentage represents the market’s expected future volatility of the underlying asset, based on the option’s market price.Leverage Market Insights with the Black-Scholes Implied Volatility CalculatorOur Black-Scholes Implied Volatility Calculator empowers you to decode market expectations and assess the risk of your investments accurately. By calculating implied volatility, you can make well-informed trading decisions, enhance your risk management strategies, and optimize your options trading approach.Start Calculating Now!Don’t leave your investment strategies to chance. Use our Black-Scholes Implied Volatility Calculator to uncover valuable insights into market behavior and volatility. Equip yourself with the tools to make informed financial decisions and enhance your trading success today! Frequently Asked Questions (FAQ) The Black-Scholes Implied Volatility Calculator helps users calculate the implied volatility of an option based on the Black-Scholes pricing model, considering various input parameters. You need to enter the spot price (S), strike price (K), time to maturity (T in years), risk-free rate (r in %), and the market option price (C). Implied. Options calculator is calculated based on options price, number of contracts, current stock price, strike price. The call options calculator calculate your total profit for your call options and the put options calculator calculates your profit for call options. Each contract is Options profit calculator is used to calculate your options profits or losses. Options calculator is calculated based on options price, number of contracts, current stock price, strike price. The call options calculator calculate your total profit for your call options and the put options calculator calculates your profit for call options.

Option Price Tree - Binomial Option Pricing Calculator - Macroption

In the stock, provided the stock goes ex-dividend within the expiry period. For example, today is September 11 and you wish to calculate the option Greeks for the ICICI Bank option contract. Assume ICICI Bank is going ex-dividend on September 18 with a dividend of Rs. 4. The expiry for September series is September 25. In this situation you need to give an input of Rs. 4.Number of days to expiry – This the number of calendar days left to expiry.Volatility – This is where it gets a little confusing, so I suggest you pay extra attention. As mentioned earlier, along with option Greeks you can use the option calculator to calculate either the implied volatility of the underlying or the theoretical option price but not both at the same timeIf you wish to calculate the theoretical option price as one of the desired outputs, then volatility has to be one of the inputs. For Nifty option contracts, use the India VIX index value. Alternatively, if you have a view on volatility from today to expiry, you can input that as well. You can do the same thing for stocks.Option Price, also called the ‘Actual Market Value’ – If you wish to calculate the implied volatility of the underlying you need to input actual market value data. The actual market data is simply the price at which the option is trading in the market.Once these inputs are fed to Black-Scholes option pricing model, the model churns out the math to give us the required output. The logic on which Black-Scholes model works is quant heavy involving concepts of stochastic calculus. For a quick introduction on the working of a Black-Scholes model, I’d encourage you to watch this video.We get the following values on the output side:DeltaGammaThetaVegaRhoAlong with the Greeks, the output includes either the implied volatility of the underlying or the theoretical option price.Option Calculator on Zerodha Trader (ZT)Keeping the above framework in perspective, let us explore the Option Calculator on Zerodha Trader (ZT). To invoke the option calculator, click Tools –> Option Calculator as shown below. Or you can simply place your cursor on an option scrip and use the shortcut key Shift+O.This is how the calculator appears on the terminal:The calculator can be broken down into three sections as shown in the image below:The top section highlighted in blue is used to select the option contract, this is