Options Pricers
Type Premium Delta Gamma Theta Vega
Call 48.42 0.5037 0.0032 -714.4674 246.3824
Put 50.17 -0.4988 0.0032 -484.3830 246.3824
Description

The formula derived by Black & Scholes (1973) can be used to value a European option on a stock that does not pay dividends before the option's expiration date

Options Strategies

where:

  • S: Spot price
  • X: Strike price of the option
  • r: Risk-free interest rate
  • T: Time to expiration in number of days
  • σ: Volatility of the relative price change of the underlying stock prices
  • N(x): The cumulative normal distribution function