📈 Professional Option Price Calculator
Black-Scholes Model with Greeks & Payoff Analysis for NSE/BSE Stocks & Indices
Market Parameters
Current market price of underlying asset
Option exercise/strike price
Indian 10-year bond yield (~7%)
NIFTY dividend yield (~1.2%)
CE = Bullish, PE = Bearish
📊 Option Analysis Results
Option Premium
₹0.00
|
Intrinsic Value
₹0.00
Current profit if exercisedTime Value
₹0.00
Value of time remainingBreakeven Price
₹0.00
Price needed to profitProbability ITM
0%
Chance of being in-the-moneyPayoff Diagram at Expiry
Call Option
Put Option
Option Greeks
Δ Delta
0.0000
Price sensitivity to underlying
Γ Gamma
0.0000
Delta sensitivity to underlying
Θ Theta
0.0000
Daily time decay (₹)
ν Vega
0.0000
Sensitivity to 1% vol change
ρ Rho
0.0000
Sensitivity to 1% rate change