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Option Fair Value Calculator for Future,Commodity,Currency,Equity and Interest swaps
Option Type
Future
Commodity
Currency
Equity
Interest Rate
   nbsp   Please select option Type
*
Security rate
    Enter current rate of Underlying
*
Strike rate
   Enter the strike rate of Required option
*
Volatality
    for ex if volatality is 25% enter 25
*
Interest rate
    Enter interest rate of country ex 8.5
*
Calc Date
Day-
Month-
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
OCT
NOV
DEC
Years-
*
Exp Date
Day-
Month-
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
OCT
NOV
DEC
Years-
Advanced :
                 Field with
*
cannot be left blank
Current Call Option
Enter current call option rate of strike
Current Put Option
Enter current Put option rate of strike
Find Rate of Change in Option value if share
Increase
Decrease
By Rs
The option rate after
days with new volatality of
Use for finding the rate of option varying with parameters.The option Rate displayed will be that of opening hours. Suppose if want to find Fair rate at middle of trading day use '.5' (ex if total trading time is 6 Hrs and 2 hrs is past from opening day to find rate at that time put days as .333 which is(2/6)
Please enter only numerical values and do not use any special characters like %,& etc unless specified.The calculator calculates fair value using different meathods like Black Scholes,Black-76,Binomial Simulation,Garman Model Etc.This calculator is to be used only for study purpose and should in any case used for option trading