How does the Calls-Puts-Option Δ Calculator work?
Free Calls-Puts-Option Δ Calculator - Calculates the call price, put price, and option Δ based on an option under the risk neutral scenario with a 1 year term.
This calculator has 1 input.
This calculator has 1 input.
What 7 formulas are used for the Calls-Puts-Option Δ Calculator?
Call Price = Risk Neutral (p) * (High price - Exercise price)/(1 + risk free rate)
Call Price = Risk Neutral (p) * (Exercise price - Low price)/(1 + risk free rate)
Price Increase % = (High price -Stock price)/Stock Price
Price Decrease % = (Low price - Stock price)/Stock Price
p = (Risk Free Rate - Price Decrease %)/(Price Increase % - Price Decrease %)
Call Option Δ = (High price - Strike price)/(High price - Low price)
Put Option Δ = (Strike price - Low price)/(High price - Low price)
For more math formulas, check out our Formula Dossier
Call Price = Risk Neutral (p) * (Exercise price - Low price)/(1 + risk free rate)
Price Increase % = (High price -Stock price)/Stock Price
Price Decrease % = (Low price - Stock price)/Stock Price
p = (Risk Free Rate - Price Decrease %)/(Price Increase % - Price Decrease %)
Call Option Δ = (High price - Strike price)/(High price - Low price)
Put Option Δ = (Strike price - Low price)/(High price - Low price)
For more math formulas, check out our Formula Dossier
What 6 concepts are covered in the Calls-Puts-Option Δ Calculator?
- call option
- an option to buy assets at an agreed price on or before a particular date
- delta
- A letter of the greek alphabet used for math notation.
Δ δ - option
- a contract which conveys to its owner, the holder, the right, but not the obligation, to buy or sell a specific quantity of an underlying asset or instrument at a specified strike price on or before a specified date
- put option
- an option to sell assets at an agreed price on or before a particular date
- risk
- expose (someone or something valued) to danger, harm, or loss.
- stock
- the shares of which ownership of a corporation or company is divided
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