Option Pricer
Black-Scholes pricing calculator with Greeks and sensitivity analysis
$
$
days
%
%
%
Option Price
$3.0626
Position Value: +$3.06
Long Call · 30 DTE · 1 × 1 units · 25% vol
Δ
Delta
0.5371
per $1 move
Γ
Gamma
0.0554
delta change
Θ
Theta
-0.0544
per day
ν
Vega
0.1139
per 1% vol
ρ
Rho
0.0416
per 1% rate
P&L at Expiry · Buyer View