๐งฎ Options Calculator
A quick Black-Scholes calculator for single-leg contracts. Enter the basics (spot, strike, DTE, rate, IV) and get theoretical price plus delta, gamma, theta and vega โ useful for fast what-ifs on the current tape.
๐ธ
Options Calculator โ inputs on the left, greeks / price on the right
Inputs
- Spot โ underlying price. Pull from the active ticker with one click.
- Strike โ contract strike.
- DTE โ days to expiry (converted to years internally).
- Rate โ annual risk-free rate, as a decimal.
- IV โ annualized implied volatility, as a decimal.
- Type โ Call or Put.
Outputs
- Price โ Black-Scholes theoretical value.
- ฮ Delta, ฮ Gamma, ฮ Theta, V Vega.
๐ก This is a pure textbook model โ it doesn't account for dividends, early exercise, or skew. Use it for intuition and sensitivity checks, not as a live pricing engine.
Common Use Cases
- Sensitivity check โ how much does price change if IV moves 5 points?
- Time decay โ what does theta look like at 7 DTE vs 30 DTE?
- Spot shock โ how does a $10 move in the underlying reprice the option?
๐ Key Takeaways
- Single-leg Black-Scholes pricer with the full first-order greeks
- Inputs: spot, strike, DTE, rate, IV, type
- Great for sensitivity checks and intuition building, not a live pricing engine