Options

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.




























Modeling AAPL @ : $166.0 , 55.00000000000001% Implied Volatility with 44 DTE
European Options modeled with Black-Scholes-Merton , The greeks reflect a long option position.
AAPL is Currently trading at $None


  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