Tools
Calculators
Six interactive client-side calculators to trade options with better information: Black-Scholes, P/L, probability, greeks, IV and position size.
Black-Scholes
Theoretical price and all greeks from spot, strike, IV, days to expiry and rate.
Open →P/L (Profit / Loss)
Expected profit/loss and break-even for long/short call/put.
Open →ITM/OTM Probability
Implied probability of finishing ITM or OTM based on IV.
Open →Position Size
How many contracts you can trade given your capital and max risk.
Open →Greeks (Black-Scholes)
Just the greeks — Delta, Gamma, Theta, Vega, Rho for the given setup.
Open →Implied Volatility
IV via Newton-Raphson given the market price of an option.
Open →