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Option Premium Calculator
Calculate option premiums using the Black-Scholes model and analyze the Greeks for better trading decisions.
Option Parameters
Premium Breakdown
Greeks Analysis
Profit & Loss at Expiry
Option Details
Market Parameters
Understanding the Greeks
Delta (Δ)
Measures how much the option price changes for a ₹1 change in the underlying price. Call options have positive delta (0 to 1), put options have negative delta (-1 to 0).
Gamma (Γ)
Measures how much delta changes for a ₹1 change in the underlying price. Higher gamma means delta is more sensitive to price movements.
Theta (Θ)
Measures time decay - how much the option loses value each day. Usually negative for long options, representing daily value loss.
Vega (ν)
Measures sensitivity to volatility changes. A 1% increase in implied volatility will change the option price by the vega amount.
Important Notes:
- • This calculator uses the Black-Scholes model which assumes constant volatility and interest rates
- • Real option prices may differ due to market factors like liquidity, demand/supply, and dividends
- • Greeks change as market conditions change - they are not constant
- • American options (which can be exercised early) may have different values than European options
- • Consider transaction costs, bid-ask spreads, and brokerage when trading options
- • Options are leveraged instruments with potential for 100% loss of premium paid
- • This calculator is for educational purposes only and not financial advice
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