Modern Portfolio Theory
Options Pricing
Options Pricing
Select an option type.
European Option
American Option
Option parameters
Loading
Expiration Date
August 1st, 2026
Loading
The list of selectable companies is based on the S&P 500 index.
The risk free rate is set by default to that of the three-month U.S. Treasury bill (currently: r = 5.23%).
Results
Black-Scholes
Call Option
Loading
Put Option
Loading
Monte Carlo
Call Option
Loading
Put Option
Loading
Binomial
Call Option
Loading
Put Option
Loading
Strike Price
$
(Current price: $183.01)
Ticker
$52.06
$42.88
$42.87
$52.05
$42.99
$51.76