Options Pricing and Analysis Tool
Options/NET Enterprise for .NET 1.1 Ver. 5.0
Options/Net - Windale Technologies
Greeks
Inputs
Call Price
4.5528
Put Price
0.1033
Delta Call
0.9302
Delta Put
-0.0690
Gamma
0.0405
Theta Call
-5.2816
Theta Put
-5.2918
Vega
1.0623
Rho Call
1.3210
Rho Put
-0.1162
Current Stock Price
Exercise Price
Interest Rate
Time to Maturity
Stock Volatility
Dividend Rate
Option Prices