Options Analysis Suite

Black-Scholes
Tools

Professional-grade options pricing, live market chains, Greeks, sensitivity analysis, and multi-leg strategy building — all in your browser.

C = S₀·e⁻ᵍᵀ·N(d₁) − K·e⁻ʳᵀ·N(d₂)
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Tools

Two tools. One suite.

Purpose-built for options analysis, from single-contract pricing to full multi-leg strategy construction with live market data.

Workflow

How it works

01

Load a Ticker

Enter any stock ticker to pull the live price, 52-week range, historical volatility, and dividend yield directly from Yahoo Finance.

02

Price & Analyze

The Black-Scholes model prices any call or put instantly. Explore the Greeks, put-call parity, break-even levels, and intrinsic vs. time value.

03

Compare to Market

Pull the live options chain for any expiry date. Click any contract to load it into the calculator and back-solve for implied volatility.

04

Build a Strategy

Combine legs into a full position — spreads, condors, straddles — and instantly see the payoff diagram, max risk, and break-even prices.

The Model
C = S₀·e⁻ᵍᵀ·N(d₁) − K·e⁻ʳᵀ·N(d₂)
Call option price (Merton 1973 extension for dividends)
P = K·e⁻ʳᵀ·N(−d₂) − S₀·e⁻ᵍᵀ·N(−d₁)
Put option price via put-call parity
d₁ = [ln(S/K) + (r − q + σ²/2)T] / (σ√T)    d₂ = d₁ − σ√T
S₀ Current stock price
K Strike price
T Time to expiry (years)
r Risk-free interest rate
σ Annualized volatility
q Continuous dividend yield
N(·) Standard normal CDF