Options Calculators and Tools
Free calculators for pricing, volatility, Greeks, probability, max pain and early exercise. Every tool supports American style options, the kind listed on US stocks and ETFs.
Pricing models
Option Pricing Calculator
Value any American or European option with four models, Greeks and the early exercise premium.
Black Scholes Calculator
Call and put prices with d1, d2, N(d1), N(d2) and every Greek.
Implied Volatility Calculator
Back out IV from an option price with American and European models.
Options Greeks Calculator
Delta, gamma, theta, vega, rho plus vanna, charm, vomma and speed.
Binomial Option Pricing Calculator
Price with a CRR tree and see every node, including early exercise.
Market tools
Option Probability Calculator
Chance of finishing above or below a price, touch odds and expected move.
Max Pain Calculator
Find the max pain strike from open interest for any stock and expiration.
Options Chain
Option chains with bid, ask, volume, open interest, IV and Greeks.
Early Exercise Calculator
Should you exercise before the dividend? A clear yes or no with the math.