Options Pricers
Type Premium Delta Gamma Theta Vega
Call 48.77 0.4922 0.0031 -852.0318 257.7424
Put 54.55 -0.5118 0.0031 -388.3237 257.7424
Description

The formula derived by Black & Scholes (1973) can be used to value a European option on a stock that does not pay dividends before the option's expiration date

Options Strategies

where:

  • S: Spot price
  • X: Strike price of the option
  • r: Risk-free interest rate
  • T: Time to expiration in number of days
  • σ: Volatility of the relative price change of the underlying stock prices
  • N(x): The cumulative normal distribution function