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Documentation

• Option Calculator
• Custom Portfolio
• Implied Volatility
• Option Combinations

Option Parameters				Call Option	Put Option
Underlying Price			Theoretical Price	3.019	2.691
Exercise Price			Delta	0.533	-0.467
Days Until Expiration			Gamma	0.055	0.055
Interest Rates			Gamma 1%	0.006	0.006
Dividend Yield			Vega	0.114	0.114
Volatility			Theta	-0.054	-0.041
Rounding			Rho

 

 

Option Payoff Graphs

Long Call Short Call Long Put Short Put Graph Increment

Option Greek Graphs

Long Call Delta Short Call Delta Long Put Delta Short Put Delta Long Call Gamma Short Call Gamma Long Put Gamma Short Put Gamma Long Call Gamma 1% Short Call Gamma 1% Long Put Gamma 1% Short Put Gamma 1% Long Call Theta Short Call Theta Long Put Theta Short Put Theta Long Call Vega Short Call Vega Long Put Vega Short Put Vega Graph Increment

Simulation Table

Point Movement in Underlying Price
Full Point Movement in Volatility
Call Price Put Price Call Delta Put Delta Call Gamma Put Gamma Call Gamma 1% Put Gamma 1% Call Vega Put Vega Call Theta Put Theta

Call Price Simulation

	97	98	99	100	101	102	103
22	1.363	1.738	2.176	2.677	3.241	3.866	4.548
23	1.466	1.847	2.289	2.791	3.353	3.974	4.649
24	1.569	1.956	2.401	2.905	3.466	4.082	4.752
25	1.673	2.066	2.514	3.019	3.578	4.192	4.856
26	1.778	2.176	2.627	3.133	3.691	4.301	4.96
27	1.884	2.286	2.74	3.246	3.804	4.411	5.066
28	1.989	2.396	2.853	3.36	3.917	4.521	5.172