options calculator
Options calculator
Black-Scholes theoretical pricing and Greeks, plus a profit & loss payoff diagram for a single long or short option position.
Inputs
Theoretical price & Greeks
Theoretical price
$3.61
Delta
0.534
Gamma
0.0462
Theta / day
$-0.06
Vega / 1% vol
$0.11
Rho / 1% rate
$4.09
Standard Black-Scholes model — assumes European-style exercise and no dividends. Real American-style equity options can trade slightly differently, especially with dividends or early-exercise value.
Profit & loss at expiration
Break-even
$103.61
Max loss
$361.16
Max profit
Unlimited
Shows P&L if held to expiration — it doesn't account for time value along the way, only the final payoff. Short positions carry substantial risk; short call risk in particular is theoretically unlimited since a stock price has no upper bound.