Derivatives Education

Options Chain

Black-Scholes option pricer + full Greeks calculator + strategy guide. Live options data requires a market data subscription.

▸ Black-Scholes Calculator
▸ Option Price
$6.36
per share · $636 per contract (100 shares)
ATMIntrinsic: $0.00Extrinsic (Time): $6.36
0.552
Delta
$/$ move
0.0369
Gamma
Δ/$ move
-0.082
Theta
$/day
0.171
Vega
$/1% IV
0.063
Rho
$/1% rate
▸ P&L Scenarios
-20%
$-636
per contract
-10%
$-632
per contract
0%
$-192
per contract
+10%
+$901
per contract
+20%
+$2395
per contract
Scenarios assume 50% of time elapsed, same IV