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Options Analyzer
Black–Scholes · Greeks · Payoff
Chicago · --:--
← Options Hub
📊 Pro Tool — Options Analysis
Options Analyzer
Black-Scholes pricing with full Greeks — Delta, Gamma, Theta, Vega, Rho. Live underlying price, P&L diagram, and sensitivity table. Enter IV from your broker.
⚠️ No Finnhub key — Add your free key → to enable live data for Options Analyzer.
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📈 Pro Feature
Options Analyzer — Pro Only
Black-Scholes pricing and Greek analysis require a Pro subscription. Upgrade to unlock this tool along with Graham Formula, DDM, and all advanced features.
✅ Black-Scholes pricing
✅ Delta, Gamma, Theta
✅ Vega & Rho
✅ P&L diagram (SVG)
✅ Sensitivity table
✅ Live price (Finnhub)
✅ IV breakeven calc
✅ Long & short positions
30-day money-back guarantee • Cancel anytime
📊 Option Type
🎯 Position
📈 Underlying
Fetching…
$
🎯 Contract Details
$
📊 Volatility & Rate
%
Enter a ticker for a realised-volatility reference.
%
$
💡 Quick Examples
ATM Call — 30 DTE
S=185 K=185 IV=25% r=4.5% — typical AAPL setup
OTM Put — CSP 30 DTE
S=185 K=180 IV=28% — cash-secured put pricing
High IV Environment
S=500 K=500 IV=45% — earnings play
📊
Enter option details to analyze
Fill in stock price, strike, DTE, and IV — results appear instantly.
Theoretical Call Price
—
🆕 Greeks
Delta
Δ
—
$ change per $1 stock move
Gamma
Γ
—
Delta change per $1 move
Theta
Θ
—
$ decay per day
Vega
ν
—
$ per 1% IV change
Rho
ρ
—
$ per 1% rate change
Option—
Moneyness—
Intrinsic value—
Time value—
Your premium paid—
Edge vs market—
Break-even at expiry—
Max profit—
Max loss—
Prob. expiring ITM (≈delta)—
📊 P&L at Expiry
📊 Sensitivity — Price vs IV
Highlighted row = current inputs. Values show theoretical option price.