Estimate theoretical call and put values plus Delta, Gamma, Theta, Vega, and Rho from one set of option assumptions.
Call / Put Value
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Enter stock price, strike, rates, expiry, and volatility to estimate theoretical value and option sensitivity.
Tap an example to prefill the calculator with sample values.
Near-the-money call/put
$105 stock, $100 strike, 45 days
A common scenario for learning how Delta, Gamma, and Theta interact near the strike.
Result: Both theoretical value and sensitivity stay meaningful because time value is still present
Longer-dated out-of-the-money option
$90 stock, $100 strike, 120 days
Illustrates how Vega matters more when an option is out of the money but still has time.
Result: Lower Delta but a more volatility-sensitive setup than an expiring contract