🧮 Options Pricer
Black-Scholes · all Greeks · IV solver · scenario analysis ·
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⚙ Inputs
Stock Price (S)
Strike (K)
Days to Expiry
Risk-free Rate %
IV %
Type
Call
Put
Market Premium
▶ Calculate
🔍 Solve IV
💰 Theoretical Price
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DELTA
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P&L per $1 stock move
GAMMA
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Δ change per $1
VEGA
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P&L per 1 vol pt
THETA
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$/day decay
RHO
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$/1% rate
P(ITM)
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% prob in-the-money
📊 P&L by spot price at expiry vs. now