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📊
📈 Pro Feature
Options Analyzer β 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
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📊 Option Type
🎯 Position
📈 Underlying
Fetchingβ¦
$
🎯 Contract Details
$
📊 Volatility & Rate
%
%
$
💡 Quick Examples
ATM Call β 30 DTE
S=185 K=185 IV=25% r=4.5% β typical AAPL setup
OTM Put β CSP 30 DTE
S=185 K=180 IV=28% β cash-secured put pricing
High IV Environment
S=500 K=500 IV=45% β earnings play
📊
Enter option details to analyze
Fill in stock price, strike, DTE, and IV β results appear instantly.
Theoretical Call Price
β
🆕 Greeks
Delta
Δ
β
$ change per $1 stock move
Gamma
Γ
β
Delta change per $1 move
Theta
Θ
β
$ decay per day
Vega
ν
β
$ per 1% IV change
Rho
ρ
β
$ per 1% rate change
Optionβ
Moneynessβ
Intrinsic valueβ
Time valueβ
Your premium paidβ
Edge vs marketβ
Break-even at expiryβ
Max profitβ
Max lossβ
Prob. expiring ITM (βdelta)β
📊 P&L at Expiry
📊 Sensitivity β Price vs IV
Highlighted row = current inputs. Values show theoretical option price.