OptiCalc — Black‑Scholes Options Calculator

Inputs

Spot Price S Strike K Volatility σ (%) Risk‑Free r (%) Dividend Yield q (%) Time to Expiry T (years) Or select Expiry Date As of Date Option Type

Call (C):—

Put (P):—

Parity (C − P − S e^−qT + K e^−rT):—

Δ (Delta):—

Γ (Gamma):—

Θ/day (Theta):—

Vega /1%:—

Rho /1%:—

Target Price

IV %:—

Price Range Min Max Points Show P/L (subtract premium)

Payoff P/L Breakeven