π Option Pricer
Calculate option prices using multiple pricing methods and models.
Calculate Price
Use IV Surface
Spot:
-
IV:
-
ATM IV:
-
πΊοΈ Export Greek Surface
Surface: Strike vs Time to Maturity
Calculating...
Enter parameters and click "Calculate Price" to see results.
π About These Methods
Black-Scholes
Analytical pricing model for European options. Fast and accurate for standard vanilla options. Formula: C = SβN(dβ) - Ke^(-rT)N(dβ)
Cox-Ross-Rubinstein (Binomial)
Discrete-time model suitable for American and exotic options. Provides accurate prices for options with early exercise features.
Black-Scholes Monte Carlo
Stochastic simulation method for path-dependent options like Asian options. More computationally intensive but handles complex payoff structures.
π― Option Types
- Call: Right to buy at strike price
- Put: Right to sell at strike price
- Digital Call: Pays 1 if S > K at maturity
- Digital Put: Pays 1 if S < K at maturity