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MarketDeckF&O
FO F&O Analytics

F&O / Calculator

Options Calculator

Calculate theoretical option value, implied volatility and key Greeks using the Black-Scholes-Merton model.

Position setup

One option contract, entered manually.

No live quote required

1. Contract

2. Time to expiry

Enter either field. Days take precedence when both are filled.

3. Model assumptions

Rate defaults to 6.50%. Dividend yield defaults to 0%; adjust it for the contract being analysed. See the chain model notes.

Computes theoretical premium and Greeks from entered volatility.

Uses the entered premium to solve IV and, when available, Greeks.

Only the input for the selected mode is used. All values are supplied manually; no quote is fetched.

Model output

Results

Enter contract and model inputs to calculate

Payoff graph

Single-option expiry payoff appears after calculation

Payoff graph ready

Enter a single option contract and calculate to see its illustrative buyer P&L at expiry.

Key Greeks

At the entered spot, from the model result

Awaiting calculation

Delta, gamma, theta, vega and rho appear here when the model returns them.

Model notes / methodology

How the calculator works

Model basis

Black-Scholes-Merton with European exercise and continuous dividend yield. Time uses ACT/365 and the product's documented expiry convention.

Entered market premium

IV solving uses the premium you enter, through the existing bracketed Brent inversion and tick-resolvability check. An unavailable solution is reported as such.

Educational output

The value and Greeks are model outputs from manual inputs. The payoff graph illustrates one long option at expiry; it is not a live quote, forecast or recommendation.