Option Calculator

INDEX OPTION CALCULATOR(Click on the link below) BLACK SCHOLE MODEL TWO PERIOD BINOMIAL MODEL CALL PRICE TWO PERIOD BINOMIAL MODEL PUT PRICE

Options Calculator(Black Schole Model)

Stock Price(So)(in Rs.) Exercise Price(X)(in Rs.) Risk Free Rate(r in %) Time(T) Standard Deviation(σ)

125.94 125 4.560% 35 days 0.83

N(d1)

0.57

N(d2)

0.47 13.55 12.08

Call Price( C ) Put Price( P )

Two Period Binomial Model Calculator for Call Option Stock Price(So) Exercise Price(X) Time(in Months) Time in Fraction Up(U) Down(D)

P Value of B Value of C Value of A(Call Price)

20 21 3 months 0.25 10.00% 10.00%

0.65 2.01 0 1.26

or Call Option

20 A

22 B 18 C

24.2 D 19.8 E 16.2 F

Two Period Binomial Model Calculator for Put Option

Stock Price(So) Exercise Price(X) Time(in Months) Up(U) Down(D)

P Value of B Value of C Value of A(Put Price)

50 52 12 20.00% 20.00%

0.62 1.48 9 4.03

r for Put Option

50 A

60 B 40 C

72 D 48 E 32 F