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 $137.59


  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