TradingRiot Analytics

Inputs

Select a ticker (optional) to use real option chain data

Option Type

Underlying Price ($)Current price of underlying asset

Strike Price ($)Option strike price

Expiry Date30 DTE

Volatility (%)Implied volatility (1-1000)

Dividend Yield (%) [Optional]Annual dividend yield (0-100, default 0)

Risk-Free Rate (%)Live SOFR; edit to override

Enter inputs and click Calculate to see results

Call = S·e^-qT·N(d1) - K·e^-rT·N(d2)

Put = K·e^-rT·N(-d2) - S·e^-qT·N(-d1)

S = spot, K = strike, T = time (years), r = risk-free rate, σ = volatility, q = dividend yield