Powerful, free, and easy to use
Calculate option prices and Greeks using the Black-Scholes model. This advanced calculator helps you understand option pricing, risk metrics, and potential outcomes.
Measures how much the option price changes with $1 change in underlying asset price.
Rate of change of delta. Shows how stable delta is.
Time decay. How much value the option loses each day.
Sensitivity to volatility. How much price changes with 1% volatility change.