Option Price Calculator

This calculator determines Call and Put prices based on current stock price and option parameters. Both the Black - Scholes and Cox - Ross - Rubenstein option models are used.

Instructions
Stock Price
enter the stock price associated with the option price
Strike Price
enter option strike price
Volatility
enter the current implied volatility or your own forecast of volatility
Days to Expiration
enter number of days to option expiration or click on the calendar and specify the option expiration date. If you use the calendar, Days to Expiration will be calculated and entered by the program
Interest Rate
enter the current risk free interest rate as a percentage
Get Symbol
if you need stock and option data, enter a stock symbol here and a pop up window will appear containing current stock and option prices
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A service of Trotter Trading Systems
Friday, Dec 15, 2017