Options calculator: volatility and Greeks

Enter a US stock ticker, the strike you want to examine and days to expiry. Historical reference price and volatility fill automatically where available. The result describes European option assumptions.

Delta is how much an option price changes when the share price moves $1. For example, Delta 0.5 means about $0.50 per option share, or $50 for an illustrative 100-share contract. Confirm the actual multiplier. Annual volatility describes the scale of price variation; historical volatility does not measure the marketโ€™s implied volatility.

Advanced: change the model assumptions

Automatic values use a dated historical adjusted close and the last 20 daily returns. This is historical volatility, not implied volatility or a live quote. Rate and continuous dividend yield start at 0% as scenario assumptions; verify them for the contract. Inputs are USD per share.

Choose a ticker, strike and expiry length. No strike or expiry is selected for you. Available historical snapshots: AAPL, MSFT, GOOGL, NVDA, GIII.

What do Delta and volatility mean?

Delta is how much an option price changes when the share price moves $1. For example, Delta 0.5 means about $0.50 per option share, or $50 for an illustrative 100-share contract. Confirm the actual multiplier. Annual volatility describes the scale of price variation; historical volatility does not measure the marketโ€™s implied volatility.

For AAPL, use a strike and expiry length I specify. Fill historical reference inputs with their date, show European model prices and dollar sensitivities, and explain limitations without selecting a trade.