Modern Portfolio Theory
Options Pricing
Options Pricing
Select an option type.
European Option
American Option
Option parameters
Ticker
Expiration Date
June 1st, 2026
Strike Price
$
(Current price: $183.01)
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
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Put Option
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Monte Carlo
Call Option
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Put Option
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Binomial
Call Option
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Put Option
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$51.62
$42.59
$51.62
$42.59
$42.55
$51.62