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Professional-grade options pricing using the Black-Scholes model with comprehensive Greeks analysis.
$0.00
$3.06
$103.06
17.54x
ITM
50.9%
OTM
49.1%
Touch
94.3%
Delta
0.5371
Gamma
0.0554
Theta
-0.0544
Vega
0.1139
Rho
0.0416
Vanna
-0.0003
Charm
-0.2251
Vomma
0.0009
| Call Δ | Call $ | Strike | Put $ | Put Δ |
|---|---|---|---|---|
| 1.00 | $25.31 | 75.00 | $0.00 | -0.00 |
| 1.00 | $22.82 | 77.50 | $0.00 | -0.00 |
| 1.00 | $20.33 | 80.00 | $0.00 | -0.00 |
| 1.00 | $17.84 | 82.50 | $0.01 | -0.00 |
| 0.99 | $15.37 | 85.00 | $0.02 | -0.01 |
| 0.97 | $12.93 | 87.50 | $0.07 | -0.03 |
| 0.94 | $10.56 | 90.00 | $0.19 | -0.06 |
| 0.88 | $8.31 | 92.50 | $0.43 | -0.12 |
| 0.79 | $6.27 | 95.00 | $0.88 | -0.21 |
| 0.67 | $4.50 | 97.50 | $1.60 | -0.33 |
| 0.54 | $3.06 | 100.00ATM | $2.65 | -0.46 |
| 0.40 | $1.97 | 102.50 | $4.05 | -0.60 |
| 0.28 | $1.19 | 105.00 | $5.76 | -0.72 |
| 0.18 | $0.68 | 107.50 | $7.74 | -0.82 |
| 0.11 | $0.36 | 110.00 | $9.91 | -0.89 |
| 0.06 | $0.18 | 112.50 | $12.22 | -0.94 |
| 0.03 | $0.09 | 115.00 | $14.61 | -0.97 |
| 0.02 | $0.04 | 117.50 | $17.06 | -0.98 |
| 0.01 | $0.02 | 120.00 | $19.52 | -0.99 |
| 0.00 | $0.01 | 122.50 | $22.00 | -1.00 |
| 0.00 | $0.00 | 125.00 | $24.49 | -1.00 |