Options Calculator

American and European Options Pricer using Binomial Tree and Black-Scholes Models

Input Parameters

Call Option

Long Position

Option Price

$0.00

Greeks

delta0.0000
gamma0.0000
theta0.0000
vega0.0000
rho0.0000

Put Option

Long Position

Option Price

$0.00

Greeks

delta0.0000
gamma0.0000
theta0.0000
vega0.0000
rho0.0000

Sensitivity to Spot Price

Sensitivity to Time to Expiry

Sensitivity to Volatility

Sensitivity to Interest Rate

Educational Notes

This calculator implements two option pricing models:

  • Black-Scholes model for European options (closed-form solution)
  • Binomial Tree model for American options (numerical method)

Key differences between European and American options:

  • European options can only be exercised at expiration
  • American options can be exercised at any time before expiration
  • American options are more valuable due to the early exercise premium
  • Dividend payments affect American options more significantly

Understanding the Greeks:

  • Delta (Δ): Rate of change in option price with respect to underlying price
  • Gamma (Γ): Rate of change in delta with respect to underlying price
  • Theta (Θ): Rate of change in option price with respect to time
  • Vega (V): Rate of change in option price with respect to volatility
  • Rho (ρ): Rate of change in option price with respect to risk-free rate
Disclaimer: This calculator is for educational purposes only. Always consult with financial professionals for investment decisions.