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 | nan | nan | nan | nan | -30 | nan | nan | nan | nan | 55.000000 |
1 | 55.000000 | nan | nan | nan | nan | -20 | nan | nan | nan | nan | 55.000000 |
2 | 55.000000 | nan | nan | nan | nan | -10 | nan | nan | nan | nan | 55.000000 |
3 | 55.000000 | 166.000000 | 0.026212 | 0.026212 | 1.000000 | 0 | -0.000000 | 0.026212 | 0.026212 | 0.000000 | 55.000000 |
4 | 55.000000 | 156.017445 | 0.026212 | 0.026212 | 1.000000 | 10 | -0.000000 | 0.026212 | 0.026212 | 0.000087 | 55.000000 |
5 | 55.000000 | 146.034890 | 0.026212 | 0.026212 | 1.000000 | 20 | -0.000000 | 0.026212 | 0.026212 | 0.000173 | 55.000000 |
6 | 55.000000 | 136.052335 | 0.026212 | 0.026212 | 1.000000 | 30 | -0.000000 | 0.026212 | 0.026212 | 0.000260 | 55.000000 |
7 | 55.000000 | 126.069780 | 0.026212 | 0.026212 | 1.000000 | 40 | -0.000000 | 0.026212 | 0.026212 | 0.000346 | 55.000000 |
8 | 55.000000 | 116.087226 | 0.026212 | 0.026212 | 1.000000 | 50 | -0.000000 | 0.026212 | 0.026212 | 0.000433 | 55.000000 |
9 | 55.000000 | 106.104692 | 0.026212 | 0.026212 | 0.999997 | 60 | -0.000003 | 0.026212 | 0.026212 | 0.000541 | 55.000000 |
10 | 55.000000 | 96.122602 | 0.026211 | 0.026211 | 0.999947 | 70 | -0.000053 | 0.026211 | 0.026211 | 0.001092 | 55.000000 |
11 | 55.000000 | 86.144735 | 0.026199 | 0.026199 | 0.999508 | 80 | -0.000492 | 0.026199 | 0.026199 | 0.005867 | 55.000000 |
12 | 55.000000 | 76.189489 | 0.026141 | 0.026141 | 0.997302 | 90 | -0.002698 | 0.026141 | 0.026141 | 0.033263 | 55.000000 |
13 | 55.000000 | 66.313073 | 0.025948 | 0.025948 | 0.989937 | 100 | -0.010063 | 0.025948 | 0.025948 | 0.139488 | 55.000000 |
14 | 55.000000 | 56.634649 | 0.025475 | 0.025475 | 0.971886 | 110 | -0.028114 | 0.025475 | 0.025475 | 0.443705 | 55.000000 |
15 | 55.000000 | 47.342075 | 0.024563 | 0.024563 | 0.937074 | 120 | -0.062926 | 0.024563 | 0.024563 | 1.133773 | 55.000000 |
16 | 55.000000 | 38.665444 | 0.023105 | 0.023105 | 0.881472 | 130 | -0.118528 | 0.023105 | 0.023105 | 2.439783 | 55.000000 |
17 | 55.000000 | 30.827590 | 0.021103 | 0.021103 | 0.805083 | 140 | -0.194917 | 0.021103 | 0.021103 | 4.584571 | 55.000000 |
18 | 55.000000 | 23.994709 | 0.018667 | 0.018667 | 0.712163 | 150 | -0.287837 | 0.018667 | 0.018667 | 7.734331 | 55.000000 |
19 | 55.000000 | 18.246808 | 0.015985 | 0.015985 | 0.609837 | 160 | -0.390163 | 0.015985 | 0.015985 | 11.969072 | 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 | 9.894824 | 0.010685 | 0.010685 | 0.407646 | 180 | -0.592354 | 0.010685 | 0.010685 | 23.582371 | 55.000000 |
22 | 55.000000 | 7.080009 | 0.008377 | 0.008377 | 0.319583 | 190 | -0.680417 | 0.008377 | 0.008377 | 30.750197 | 55.000000 |
23 | 55.000000 | 4.981788 | 0.006408 | 0.006408 | 0.244452 | 200 | -0.755548 | 0.006408 | 0.006408 | 38.634617 | 55.000000 |
24 | 55.000000 | 3.453323 | 0.004794 | 0.004794 | 0.182905 | 210 | -0.817095 | 0.004794 | 0.004794 | 47.088794 | 55.000000 |
25 | 55.000000 | 2.362255 | 0.003518 | 0.003518 | 0.134197 | 220 | -0.865803 | 0.003518 | 0.003518 | 55.980367 | 55.000000 |
26 | 55.000000 | 1.597132 | 0.002537 | 0.002537 | 0.096768 | 230 | -0.903232 | 0.002537 | 0.002537 | 65.197886 | 55.000000 |
27 | 55.000000 | 1.068836 | 0.001801 | 0.001801 | 0.068722 | 240 | -0.931278 | 0.001801 | 0.001801 | 74.652232 | 55.000000 |
28 | 55.000000 | 0.708945 | 0.001262 | 0.001262 | 0.048156 | 250 | -0.951844 | 0.001262 | 0.001262 | 84.274982 | 55.000000 |
29 | 55.000000 | 0.466622 | 0.000874 | 0.000874 | 0.033352 | 260 | -0.966648 | 0.000874 | 0.000874 | 94.015301 | 55.000000 |
30 | 55.000000 | 0.305096 | 0.000599 | 0.000599 | 0.022865 | 270 | -0.977135 | 0.000599 | 0.000599 | 103.836416 | 55.000000 |
31 | 55.000000 | 0.198356 | 0.000407 | 0.000407 | 0.015537 | 280 | -0.984463 | 0.000407 | 0.000407 | 113.712318 | 55.000000 |
32 | 55.000000 | 0.128342 | 0.000275 | 0.000275 | 0.010477 | 290 | -0.989523 | 0.000275 | 0.000275 | 123.624945 | 55.000000 |
33 | 55.000000 | 0.082706 | 0.000184 | 0.000184 | 0.007018 | 300 | -0.992982 | 0.000184 | 0.000184 | 133.561951 | 55.000000 |
34 | 55.000000 | 0.053120 | 0.000123 | 0.000123 | 0.004675 | 310 | -0.995325 | 0.000123 | 0.000123 | 143.515006 | 55.000000 |
35 | 55.000000 | 0.034024 | 0.000081 | 0.000081 | 0.003099 | 320 | -0.996901 | 0.000081 | 0.000081 | 153.478552 | 55.000000 |
36 | 55.000000 | 0.021745 | 0.000054 | 0.000054 | 0.002046 | 330 | -0.997954 | 0.000054 | 0.000054 | 163.448915 | 55.000000 |
37 | 55.000000 | 0.013874 | 0.000035 | 0.000035 | 0.001346 | 340 | -0.998654 | 0.000035 | 0.000035 | 173.423685 | 55.000000 |
38 | 55.000000 | 0.008841 | 0.000023 | 0.000023 | 0.000883 | 350 | -0.999117 | 0.000023 | 0.000023 | 183.401293 | 55.000000 |
39 | 55.000000 | 0.005629 | 0.000015 | 0.000015 | 0.000578 | 360 | -0.999422 | 0.000015 | 0.000015 | 193.380722 | 55.000000 |