Tool 0150 models
Options pricing,
past Black–Scholes,
where the edge lives.
Pick a model, enter your trade, read the price, the Greeks, and a sensitivity grid around your spot and expiry. 50 models cover vanillas, Americans, barriers, Asians, digitals, and stochastic vol with jumps. Every quote is reproducible from the URL.
Read the guide →Active modelBlack–Scholes· Closed-form European
- 01
- 02$
- 03$
- 04years
- 05pct/yr
- 06pct/yr
5.5350
- 01Δ Delta0.5606
- 02Γ Gamma3.155e-2
- 03V Vega19.717
- 04Θ Theta-12.132
- 05ρ Rho12.6313
X:Y:
| Vol ↓ / Spot → | 70.0 | 80.0 | 90.0 | 100.0 | 110.0 | 120.0 | 130.0 |
|---|---|---|---|---|---|---|---|
| 17.5% | 0.000 | 0.020 | 0.594 | 4.06 | 11.61 | 21.16 | 31.12 |
| 21.3% | 0.001 | 0.081 | 1.03 | 4.80 | 12.04 | 21.27 | 31.14 |
| 25.0% | 0.009 | 0.205 | 1.54 | 5.54 | 12.54 | 21.48 | 31.19 |
| 28.7% | 0.032 | 0.397 | 2.09 | 6.27 | 13.11 | 21.76 | 31.30 |
| 32.5% | 0.081 | 0.651 | 2.67 | 7.01 | 13.72 | 22.13 | 31.47 |
Black–Scholes
Closed-form EuropeanLognormal returns, constant σ and r, no dividends, frictionless trading, continuous hedging.
Reference · Black & Scholes (1973)·id · black-scholes·
Colophon
All pricing runs client-side from typed kernels, with no network call per quote. Every input mutates the URL, so a pricing setup is shareable and reproducible. Greeks are analytic where the model admits them and bumped otherwise; Monte Carlo prices report a standard error.