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Option Value Calculator

This tool helps you in finding the fair market value for options. It can take both call or put option and also European or American options. Key in the parameters and you will get the fair market value, the 'Greeks' and other values.

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Enter these required values Advanced Options
Type of Option Interest Rate   (%)
Current Price (Rs)   Volatility (%)
Strike Price (Rs)   Valuation Date (mm/dd/yyyy)  
Exercise Date (mm/dd/yyyy)   Dividend Yield (%)
      Exercise Style
Basic Greeks
Time to expiration (days)   Delta
Option Price Gamma
Intrinsic Value Theta
Time Value Vega

This tool is designed for educational purposes only. Therefore it should not be assumed that any option's premium established in the marketplace will necessarily conform or correlate with the theoretical value calculated by any model, including the model used in this tool. Under some circumstances, the premium established in the marketplace for an option may deviate substantially from that option's theoretical value.

Because theoretical models are based on a set of assumptions about the future (i.e., interest rates, dividend payments, volatility, etc) and investment based solely on theoretical values is at risk if these assumptions are no longer true.