Options
Black Scholes Calculator
Price European call and put options using the Black-Scholes model. Calculate option values, Greeks, and...
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Long Call Calculator
Calculate long call option profit, loss, and breakeven price. Supports Black-Scholes pricing with P/L visualization...
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Short Call Calculator
Calculate short call option profit, loss, and breakeven price. Visualize P/L at expiration and today...
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Long Put Calculator
Calculate long put option profit, loss, and breakeven price. Supports Black-Scholes pricing with P/L visualization...
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Short Put Calculator
Calculate short put option profit, loss, breakeven price, and maximum risk. Visualize P/L at expiration...
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Bull Call Spread Calculator
Calculate bull call spread profit, loss, and breakeven. Analyze this bullish options strategy with net...
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Bear Call Spread Calculator
Calculate bear call spread profit, loss, and breakeven. Analyze this bearish credit spread strategy with...
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Bull Put Spread Calculator
Calculate bull put spread profit, loss, and breakeven. Analyze this bullish credit spread strategy with...
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Bear Put Spread Calculator
Calculate bear put spread profit, loss, and breakeven. Analyze this bearish debit spread strategy with...
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Option Greeks Calculator (Delta, Gamma, Theta, Vega, Rho)
Calculate all five option Greeks: Delta, Gamma, Theta, Vega, and Rho. Understand option price sensitivity...
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Binomial Option Pricing Model Calculator
Price American and European options using the binomial tree model. Visualize the price lattice and...
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Option Strategy Calculator for Spreads, Straddles & More
Build and analyze multi-leg options strategies including spreads, straddles, strangles, condors, and custom combinations. Visualize...
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Option Profit/Loss Calculator
Visualize potential profit and loss for any options strategy. Add multiple legs, view expiration curves,...
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Implied Volatility Calculator
Calculate implied volatility from observed option prices using the Black-Scholes model. Reverse-engineer the market's expected...
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Put Call Parity Calculator
Verify put-call parity relationships and identify potential arbitrage opportunities between call and put options.
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Intrinsic vs Extrinsic Value Calculator
Decompose option prices into intrinsic and extrinsic (time) value. Understand how moneyness, time to expiration,...
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Covered Call Calculator
Calculate covered call strategy profit, loss, and breakeven. Analyze income generation from selling calls against...
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Protective Put Calculator
Calculate protective put strategy profit, loss, and breakeven. Analyze portfolio insurance costs and downside protection...
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Straddle Calculator
Calculate straddle strategy profit, loss, and breakeven prices. Analyze this volatility strategy combining a call...
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Strangle Calculator
Calculate strangle strategy profit, loss, and breakeven prices. Analyze this volatility strategy combining out-of-the-money call...
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Butterfly Spread Calculator
Calculate butterfly spread profit, loss, and breakeven prices. Analyze this limited-risk strategy that profits from...
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Iron Condor Calculator
Calculate iron condor profit, loss, and breakeven prices. Analyze this neutral options strategy that profits...
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Calendar Spread Calculator
Calculate calendar spread profit, loss, and Greeks. Analyze this time decay strategy using options with...
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Delta Hedging Calculator
Simulate dynamic delta hedging for options positions. Track P/L, hedge adjustments, and gamma exposure over...
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Theta Decay Curve Calculator
Visualize theta decay curves for options across time to expiration. Compare how time value erodes...
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Monte Carlo Option Pricing Simulator: GBM Simulation with Visualization
Price European options using Monte Carlo simulation with geometric Brownian motion. Visualize simulated price paths...
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Currency Option Pricing Calculator: Garman-Kohlhagen Model for FX Options
Price currency options using the Garman-Kohlhagen model. Calculate European FX option values, Greeks, and implied...
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Barrier Option Pricing Calculator: Knock-In and Knock-Out Option Pricing
Price knock-in and knock-out barrier options using analytical formulas. Calculate values for up-and-in, up-and-out, down-and-in,...
