WARNING: This page is not intended as a basis for trading decisions. No responsibility whatsoever is assumed for its correctness or suitability for any given purpose. Use at your own risk. You can use either decimal point or comma as decimal separator, just be sure not to use thousand separators.
Please enter expiration time, volatility and interest values using compatible units. The most usual units are: time in years (e.g. one month = 0.083333) and rates in %/year.
Use the buttons below the Expiration field for easy conversion from months to years (÷12), business days to years (÷252) or calendar days to years (÷365). These buttons convert only the expiration time, not the rates.
Strike $  
Spot $  
Expiration (time unit) 

Volatility %  
Interest % 
Call  Put  

Premium  
Intrinsic  
Delta  
Gamma  
Theta  
Vega  
Rho  
p. of exercise  
d1  
d2  
N(d1)  
N(d2) 
Note that Theta is in the same time unit as expiration. If you expressed time in years but want Theta (decay) per day, divide by 252.