Options Calculator - Black 76 Option Pricing Model

Choose your Commodity
Expiry Date of Options Contract *
Underlying Price*
Strike Price*
Annualized Volatility (%)*       AAV
Risk Free Interest Rate (%)*
Time to Option Expiry (in days)*
* Marked fields are mandatory.
Type Calls Puts
Option 0.00 0.00
Delta 0.00 0.00
Theta 0.00 0.00
Gamma 0.00 0.00
Vega 0.00 0.00
Rho 0.00 0.00
 
Disclaimer:

Although every effort has been made in calculating Option prices and Greek variables to ensure accuracy of the Option Calculator, MCX or any of its employees, directors, etc, shall not be liable in any way to any user for rounding-off/unintended/accidental/arithmetical errors. Users may carry out their independent due diligence, verification before using any data/information herein and MCX or any of its employees, directors, etc, shall not be responsible in any way for any discrepancy/dispute arising out of such use, or bear liability, cost, etc for any damage or loss of any kind caused as a result (direct or indirect) of the use of the Option calculator or its output.

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