Calculator

OPTIONS LAB

Black-Scholes pricing engine with real-time Greeks computation and multi-leg strategy analysis. No data leaves your browser.

Call Price
$7.71
Put Price
$16.36
Max Profit
Unlimited
Max Loss
-$771
Breakeven
$517.7
Risk/Reward
∞

Quick Lookup

Strategy

Long Call

Parameters

Probability ITM at Expiry

Call
37.1%
Put
62.9%
Call Price
$7.71
per share ($771 per contract)
Put Price
$16.36
per share ($1636 per contract)

Call Greeks

Δ
Delta
0.3928
Γ
Gamma
0.0134
Θ
Theta
-0.1998
ν
Vega
0.5507
ρ
Rho
0.1551

Put Greeks

Δ
Delta
-0.6061
Γ
Gamma
0.0134
Θ
Theta
-0.1550
ν
Vega
0.5507
ρ
Rho
-0.2625

Long Call — P&L

BE: $517.7
16.1K0-16.1K$300$700$50030d left22d left15d left7d leftExpiry
Net Premium
-$771
Debit
Prob ITM
37.1%
Call at expiry
Legs
1
basic
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