Futures & options calculators

View all our currently available option derivative calculators on this page. Other relevant calculators and features will updated on this page later.

Note: All calculators use strict assumptions, are not flexible and do not consider real world conditions. These F&O calculators cannot be used as the sole basis of making any decisions. Read more here: Terms and Conditions.

Option pricing and option greeks calculator

Use this calculator to calculate the option greeks - delta, vega, theta, and gamma, and rho - using the Black Scholes model

Inputs: Strike price, underlying price, days to expiry, interest rate, volatility

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Option volatility calculator

Use this calculator to calculate the implied volatility of an option under a given set of assumptions

Inputs: Strike price, underlying price, option price, days to expiry, interest rate

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