At Stock Gnome we process Realtime Market Data from multiple sources and also produce our own models to price options and other derivatives. See Below an interactive tool for calculating option prices.
IV | Call Price | Gamma | Vega | Delta | Strike | Delta | Vega | Gamma | Put Price | IV | |
---|---|---|---|---|---|---|---|---|---|---|---|
0 | 55.000000 | 96.122602 | 0.026211 | 0.026211 | 0.999947 | 70 | -0.000053 | 0.026211 | 0.026211 | 0.001092 | 55.000000 |
1 | 55.000000 | 91.132551 | 0.026208 | 0.026208 | 0.999825 | 75 | -0.000175 | 0.026208 | 0.026208 | 0.002363 | 55.000000 |
2 | 55.000000 | 86.144735 | 0.026199 | 0.026199 | 0.999508 | 80 | -0.000492 | 0.026199 | 0.026199 | 0.005867 | 55.000000 |
3 | 55.000000 | 81.161991 | 0.026180 | 0.026180 | 0.998782 | 85 | -0.001218 | 0.026180 | 0.026180 | 0.014444 | 55.000000 |
4 | 55.000000 | 76.189489 | 0.026141 | 0.026141 | 0.997302 | 90 | -0.002698 | 0.026141 | 0.026141 | 0.033263 | 55.000000 |
5 | 55.000000 | 71.235670 | 0.026070 | 0.026070 | 0.994570 | 95 | -0.005430 | 0.026070 | 0.026070 | 0.070764 | 55.000000 |
6 | 55.000000 | 66.313073 | 0.025948 | 0.025948 | 0.989937 | 100 | -0.010063 | 0.025948 | 0.025948 | 0.139488 | 55.000000 |
7 | 55.000000 | 61.438830 | 0.025757 | 0.025757 | 0.982643 | 105 | -0.017357 | 0.025757 | 0.025757 | 0.256565 | 55.000000 |
8 | 55.000000 | 56.634649 | 0.025475 | 0.025475 | 0.971886 | 110 | -0.028114 | 0.025475 | 0.025475 | 0.443705 | 55.000000 |
9 | 55.000000 | 51.926221 | 0.025083 | 0.025083 | 0.956905 | 115 | -0.043095 | 0.025083 | 0.025083 | 0.726598 | 55.000000 |
10 | 55.000000 | 47.342075 | 0.024563 | 0.024563 | 0.937074 | 120 | -0.062926 | 0.024563 | 0.024563 | 1.133773 | 55.000000 |
11 | 55.000000 | 42.912030 | 0.023905 | 0.023905 | 0.911978 | 125 | -0.088022 | 0.023905 | 0.023905 | 1.695048 | 55.000000 |
12 | 55.000000 | 38.665444 | 0.023105 | 0.023105 | 0.881472 | 130 | -0.118528 | 0.023105 | 0.023105 | 2.439783 | 55.000000 |
13 | 55.000000 | 34.629481 | 0.022168 | 0.022168 | 0.845700 | 135 | -0.154300 | 0.022168 | 0.022168 | 3.395141 | 55.000000 |
14 | 55.000000 | 30.827590 | 0.021103 | 0.021103 | 0.805083 | 140 | -0.194917 | 0.021103 | 0.021103 | 4.584571 | 55.000000 |
15 | 55.000000 | 27.278344 | 0.019929 | 0.019929 | 0.760288 | 145 | -0.239712 | 0.019929 | 0.019929 | 6.026646 | 55.000000 |
16 | 55.000000 | 23.994709 | 0.018667 | 0.018667 | 0.712163 | 150 | -0.287837 | 0.018667 | 0.018667 | 7.734331 | 55.000000 |
17 | 55.000000 | 20.983760 | 0.017344 | 0.017344 | 0.661676 | 155 | -0.338324 | 0.017344 | 0.017344 | 9.714703 | 55.000000 |
18 | 55.000000 | 18.246808 | 0.015985 | 0.015985 | 0.609837 | 160 | -0.390163 | 0.015985 | 0.015985 | 11.969072 | 55.000000 |
19 | 55.000000 | 15.779853 | 0.014617 | 0.014617 | 0.557645 | 165 | -0.442355 | 0.014617 | 0.014617 | 14.493437 | 55.000000 |
20 | 55.000000 | 13.574278 | 0.013264 | 0.013264 | 0.506025 | 170 | -0.493975 | 0.013264 | 0.013264 | 17.279184 | 55.000000 |
21 | 55.000000 | 11.617692 | 0.011947 | 0.011947 | 0.455797 | 175 | -0.544203 | 0.011947 | 0.011947 | 20.313918 | 55.000000 |
22 | 55.000000 | 9.894824 | 0.010685 | 0.010685 | 0.407646 | 180 | -0.592354 | 0.010685 | 0.010685 | 23.582371 | 55.000000 |
23 | 55.000000 | 8.388410 | 0.009492 | 0.009492 | 0.362110 | 185 | -0.637890 | 0.009492 | 0.009492 | 27.067277 | 55.000000 |
24 | 55.000000 | 7.080009 | 0.008377 | 0.008377 | 0.319583 | 190 | -0.680417 | 0.008377 | 0.008377 | 30.750197 | 55.000000 |
25 | 55.000000 | 5.950722 | 0.007348 | 0.007348 | 0.280321 | 195 | -0.719679 | 0.007348 | 0.007348 | 34.612231 | 55.000000 |
26 | 55.000000 | 4.981788 | 0.006408 | 0.006408 | 0.244452 | 200 | -0.755548 | 0.006408 | 0.006408 | 38.634617 | 55.000000 |
27 | 55.000000 | 4.155052 | 0.005557 | 0.005557 | 0.212002 | 205 | -0.787998 | 0.005557 | 0.005557 | 42.799203 | 55.000000 |
28 | 55.000000 | 3.453323 | 0.004794 | 0.004794 | 0.182905 | 210 | -0.817095 | 0.004794 | 0.004794 | 47.088794 | 55.000000 |
29 | 55.000000 | 2.860606 | 0.004116 | 0.004116 | 0.157031 | 215 | -0.842969 | 0.004116 | 0.004116 | 51.487398 | 55.000000 |
30 | 55.000000 | 2.362255 | 0.003518 | 0.003518 | 0.134197 | 220 | -0.865803 | 0.003518 | 0.003518 | 55.980367 | 55.000000 |
31 | 55.000000 | 1.945035 | 0.002993 | 0.002993 | 0.114188 | 225 | -0.885812 | 0.002993 | 0.002993 | 60.554468 | 55.000000 |
32 | 55.000000 | 1.597132 | 0.002537 | 0.002537 | 0.096768 | 230 | -0.903232 | 0.002537 | 0.002537 | 65.197886 | 55.000000 |
33 | 55.000000 | 1.308110 | 0.002141 | 0.002141 | 0.081694 | 235 | -0.918306 | 0.002141 | 0.002141 | 69.900185 | 55.000000 |
34 | 55.000000 | 1.068836 | 0.001801 | 0.001801 | 0.068722 | 240 | -0.931278 | 0.001801 | 0.001801 | 74.652232 | 55.000000 |
35 | 55.000000 | 0.871388 | 0.001510 | 0.001510 | 0.057617 | 245 | -0.942383 | 0.001510 | 0.001510 | 79.446105 | 55.000000 |
36 | 55.000000 | 0.708945 | 0.001262 | 0.001262 | 0.048156 | 250 | -0.951844 | 0.001262 | 0.001262 | 84.274982 | 55.000000 |
37 | 55.000000 | 0.575674 | 0.001052 | 0.001052 | 0.040131 | 255 | -0.959869 | 0.001052 | 0.001052 | 89.133032 | 55.000000 |
38 | 55.000000 | 0.466622 | 0.000874 | 0.000874 | 0.033352 | 260 | -0.966648 | 0.000874 | 0.000874 | 94.015301 | 55.000000 |
39 | 55.000000 | 0.305096 | 0.000599 | 0.000599 | 0.022865 | 270 | -0.977135 | 0.000599 | 0.000599 | 103.836416 | 55.000000 |