Options Calculators
These calculators use a pricing model which takes into account a variety of factors to return the "theoretical value" and "The Greeks" for an option. These calculations can be helpful in understanding how the price of the underlying stock, volatility, and other changes can influence the valuation of an option.
More on the Calculators
Basic Calculator
The basic calculator takes a step-by-step approach of describing and collecting each of the factors used in the pricing model.
Advanced Calculator
The advanced calculator allows you to input all the factors at once, and immediately see how the changes affect delta, gamma, and the other Greeks.
The Options Calculators are provided by the Options Industry Council.