Options Calculator
Introduction to the Options Pricing Calculator
Calculate option prices using Black-Scholes or Binomial Tree models.
- Calculate Greeks - Gamma, Rho etc.
- Calculate probability of closing in-the-money (ITM)
- Calculate a multi-dimensional analysis
This calculator calculates the fair market price, the Greeks, and the probability of closing in-the-money (ITM) for an option contract. You can choose either the Black-Scholes model or the Binomial Tree model.
The binomial model is most appropriate when the buyer can exercise the option contract before expiration. This applies to American style options. Use the Black-Scholes model for contracts that can be exercised only at expiration. This applies to European style options.
The current price of an option under the binomial model equals the present value of the probability-weighted future payoffs. See binomial option pricing model. For details about the Black-Scholes model, see what is the Black-Scholes-Merton model.
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The Calculator-Calculate option prices and Greeks
To set your preferred currency and date format, click the “$ : MM/DD/YYYY” link in the lower-right corner of any calculator.