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