Black-Scholes-Merton
Real Data Pricing
Fetch live market data for supported tickers and price options with real spot, IV, and rates.
Market Data Lookup
AAPL · TSLA · SPY · QQQ · MSFT · NVDA
AMZN · META · GOOGL · GS · JPM · GLD
AMZN · META · GOOGL · GS · JPM · GLD
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Open
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Close
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High
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Low
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Option Chain
— click row to fill parameters
| Type | Strike | Expiry | Bid | Ask | Mid | IV | Delta | Volume | OI |
|---|---|---|---|---|---|---|---|---|---|
| Enter a ticker and click Go to load the option chain | |||||||||
OPTION PARAMETERS
Strike K
$
Expiry
BSM PRICE
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CALL
Greeks
| Delta (Δ) | — | Δ per $1 spot |
| Gamma (Γ) | — | ΔΔ per $1 spot |
| Vega (ν) | — | Δ per 1% vol |
| Theta (Θ) | — | Δ per 1 day |
| Rho (ρ) | — | Δ per 1% rate |
Higher-Order Greeks
2nd-order & cross-Greeks
| Greek | Value | Sensitivity |
|---|---|---|
| Vanna | — | ΔDelta per 1% σ |
| Vomma (Volga) | — | ΔVega per 1% σ |
| Charm | — | ΔDelta per day |
| Veta | — | ΔVega per day |
| Greek | Value | Sensitivity |
|---|---|---|
| Speed | — | ΔGamma per $1 spot |
| Zomma | — | ΔGamma per 1% σ |
| Color | — | ΔGamma per day |