Stock Options Calculator - Greeks, Strategies & Risk Analysis

Contract Parameters

Option Type

Call Option Put Option

Underlying Stock Symbol

Current Stock Price ($)

Strike Price ($)

Days to Expiration: 30

Implied Volatility (%): 25

Risk-Free Rate (%)

Number of Contracts

Theoretical Option Value

$2.45

Per contract (100 shares)

The Greeks

0.54

DELTA (Δ)

0.03

GAMMA (Γ)

-0.05

THETA (Θ)

0.18

VEGA (ν)

0.08

RHO (ρ)

Profit/Loss at Expiration

Strategy Configuration

Select Strategy

Underlying Price ($)

Strategy Size (Contracts)

Market Outlook

Bullish Neutral Bearish

Max Risk Tolerance ($)

Strategy Components

Buy 1 Call @ $105 Premium: $2.45

Sell 1 Call @ $110 Credit: $1.20

Strategy Metrics

Max Profit

$375

Max Loss

-$125

Breakeven

$106.25

Risk/Reward

1:3

Strategy Payoff Diagram

Portfolio Risk Parameters

Total Portfolio Value ($)

Options Allocation (%): 20

Risk Management Style

Market Volatility Environment

Low VIX (<20) Normal (20-30) High (>30)

Position Concentration

Stop Loss (%)

Risk Assessment

65

Moderate Risk Profile

125

Portfolio Delta

-45

Daily Theta

320

Vega Exposure

-15%

Max Drawdown

Risk Distribution

Risk Mitigation Recommendations

🛡️ Reduce position size by 20% Lower risk

📊 Add protective puts Hedge downside

⚖️ Balance delta exposure Neutral bias

Chain Parameters

Symbol

Expiration Date

Strike Range

Filter by Volume (Min)

Filter by Open Interest (Min)

Display Options

Calls Puts

Chain Statistics

Put/Call Ratio

1.2

IV Percentile

65%

Total Volume

125K

ATM IV

22.5%

Implied Volatility Smile

Notable Trades

📈 High Call Volume @ $450 10K contracts

📉 Put Sweep @ $440 5K contracts

🎯 Max Pain @ $445 Key level

Exercise Decision

Option Position

Strike Price ($)

Current Stock Price ($)

Option Premium Paid ($)

Number of Contracts

Tax Rate (%)

Account Type

Exercise Recommendation

EXERCISE

Intrinsic value exceeds time value

Exercise Analysis

Intrinsic Value

$1,000

Time Value

$50

P&L if Exercised

+$650

Tax Impact

-$162.50

M

T

W

T

F

S

Alternative Actions

💰 Sell to Close Capture time value

🔄 Roll Forward Extend duration

📊 Convert to Spread Reduce cost basis