CodeDotNet

This page utilizes a VB.NET class via code-behind to calculate European option values, both put and call.

* Please note, these numbers are currently wrong, and provided simply for the technology, e.g., code and classes.

Options Pricing and Analysis Tool

Parameters

Current Stock Price

Exercise Price

Interest Rate (0-1)

Time to Maturity (Days)

Stock Volatility (Sigma)

Dividend Rate (0-1)

Call

Price

Delta

Gamma

Theta

Vega

Rho


Put

Price

Delta

Gamma

Theta

Vega

Rho


Messages