Options Profit Calculator
Model dynamic option prices across time, strike, and volatility using the Black-Scholes formula.
Calculate the exact value of your options before taking the trade.
Run Your Own Simulation
Adjust the inputs below. Results update instantly. No signup, no data saved — everything runs in your browser.
Understanding The Math
This tool is built on underlying options pricing models like Black-Scholes. The core formula for calculating the theoretical price of a call option ($C$) is:
C = S * N(d1) - K * e^(-rT) * N(d2)
Where:
- $S$ is the current stock price.
- $K$ is the strike price you are targeting.
- $r$ is the risk-free interest rate.
- $T$ is time to maturity (in years).
- $N$ represents the normal distribution.
- $d_1$ and $d_2$ are continuous probability factors based on volatility.
Why it matters
Options do not move linearly. This visualizes exactly how time decay (Theta) will eat into your profits day-by-day, allowing you to pinpoint the exact date you need to exit the trade before time decay accelerates.
Frequently Asked Questions
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