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Options Greeks Explorer (Black-Scholes)
Black-Scholes options pricer + live Greeks visualizer. Drag spot, strike, vol, DTE, rate, dividend yield; see delta/gamma/theta/vega/rho. Free to use.
- Inputs
- Paste + configure
- Runtime
- 1–15 s
- Privacy
- Client-side · no upload
- API key
- Not required
- Methodology
- Open →
1 · Inputs
Price
$3.0418
CALL Black-Scholes
Delta
0.535
∂Price / ∂Spot
Gamma
0.0554
∂Delta / ∂Spot
Theta (per day)
$-0.0537
∂Price / ∂T
Vega (per 1%)
$0.1139
∂Price / ∂σ
Rho (per 1%)
$0.0415
∂Price / ∂r
2 · Price today (emerald) vs payoff at expiry (dashed)
Spot ±40% · vertical = current spot3 · Breakdown
Intrinsic
$0.0000
Extrinsic (time)
$3.0418
Put price (parity)
$2.6727
same inputs, flipped type
Moneyness
1.000
S / K
Model
Generalized Black-Scholes with continuous dividend yield q:
d1 = [ln(S/K) + (r − q + σ²/2)·T] / (σ·√T) d2 = d1 − σ·√T call = S·e^(−qT)·Φ(d1) − K·e^(−rT)·Φ(d2) put = K·e^(−rT)·Φ(−d2) − S·e^(−qT)·Φ(−d1)
Reported Greeks are per-day for theta, per 1% vol point for vega, per 1% rate for rho. See methodology for derivation + limitations.
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