Pricing European Options

1

Select Option Style

European

2

Pricing Model

Black-Scholes (Vanilla)

Heston (Stochastic Vol)

3

Choose Asset Type

Stocks

Indices

ETFs

4

Input Key Parameters

Stocks Symbol

Search Symbol

Search and select a ticker symbol to get market data

No options data available. Try searching with a different ticker.

Option Parameters

Option Type

CallPut

Underlying Price ($)

Strike Price ($)

Implied Volatility (%)

Expiration Date

Time to Expiration (Years)

Risk-Free Rate (%)

Choose Solution Method

Black-Scholes Closed-Form Solution(Fast, Exact)

Monte Carlo Simulation(Slow, Flexible for Path-Dependent Options)

Pricing Summary

Option Style:European

Pricing Model:Black-Scholes

Asset Type:Stocks

Solution Method:closedForm

Symbol:AAPL

Option Type:Call

Underlying Price:$100.00

Strike Price:$100.00

Time to Expiration:1

Risk-Free Rate:3.5%

Volatility:10.00%

Market Price:$N/A

Option Pricing Dashboard

Configuration