Options Pricers
Type Premium Delta Gamma Theta Vega
Call 46.21 0.5095 0.0035 -676.3571 229.1891
Put 45.48 -0.4894 0.0035 -607.2359 229.1891
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