Fintrinsiq

Options pricing calculator

Black-Scholes theoretical value and Greeks with every input editable — test what-if scenarios on volatility, time, and price.

European-style Black-Scholes-Merton model with continuous dividend yield. Theoretical values — market prices will differ.

Theoretical value

$1.67intrinsic $0.00 · time $1.67
Delta0.3152per $1 move in the underlying
Gamma0.04131delta change per $1 move
Theta-0.0546per calendar day
Vega0.1019per 1 pt of IV
Rho0.0245per 1 pt of rates

P/L at expiration if bought at theoretical value

$0$1.0k$2.0k$3.0kspot $100.00BE $106.67$80$90$100$110$120$130