Option Pricing Calculator - Black-Scholes & American Options with Greeks
I’m sharing an option pricing calculator I built that supports both European and American style options with full Greeks calculation. Features Pricing Models: Black-Scholes for European options, Trinomial tree for American options Full Greeks: Delta, Gamma, Vega, Theta, Rho and more Implied Volatility: Calculate IV from market price Intraday Precision: Supports trading hours and current time for precise DTE calculation Trading Days Mode: Option to use trading days (excludes weekends and holidays) instead of calendar days Dividend Support: Add discrete dividends with ex-dividend dates Holiday Calendar: Customizable holiday list for accurate trading day calculation How to Use Enter the option parameters (trade date, expiry, spot price, strike, volatility, etc.) Choose between Call/Put and American/European style Configure trading hours and holidays if needed Click “Calculate” to get the option price and Greeks Use the “Implied Vol” tab to calculate implied volatility from a market price Try It Out Click the link below to open the calculator: ...