Professional
Options Pricing
in Your Browser
Institutional-grade European option pricing, full Greek suite analysis, and multi-leg portfolio simulation — no installation required.
Real-Time Pricing
Price European calls and puts using the Black-Scholes analytical model. Instant recalculation as you adjust spot, strike, volatility, rate, and time to expiry.
Open Pricer →Greeks Analysis
Full Greek suite — Delta, Gamma, Vega, Theta, Rho — with interactive sensitivity charts showing how each measure responds to changes in any market parameter.
Explore Greeks →Portfolio Simulator
Construct multi-leg option strategies from scratch or load predefined spreads: straddle, strangle, butterfly, condor, and more. Visualise the combined payoff and P&L at expiry.
Build Strategy →Prices are computed using the closed-form Black-Scholes model for European-style options. The normal CDF is evaluated with the standard math library — no external scientific dependencies required.
Greeks are returned analytically: Delta, Gamma, Vega (per 1% vol), Theta (per calendar day), and Rho (per 1% rate).
- European-style exercise (at expiry only)
- Constant volatility and risk-free rate
- No dividends
- Log-normally distributed returns
- Frictionless markets (no transaction costs)