Options Pricers
Type Premium Delta Gamma Theta Vega
Call 34.88 0.5120 0.0047 -1039.1997 171.0957
Put 33.57 -0.4888 0.0047 -748.2704 171.0957
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