Rooyesh Option Calculator
Input Parameters
Underlying Price
Strike Price
DTE (days)
Risk-free rate %
Volatility %
Dividend Yield %
Calculated Values
Theoretical Price
—
Delta
—
Gamma
—
Vega
—
Theta (per day)
—
Rho
—
Implied Volatility
Option
Call
Put
Market Option Price
Last
Bid
Ask
Last
Bid
Ask
Implied Volatility
—
Strategy Legs
...
Buy/Sell
Qty
Type
Strike
DTE
Vol %
Update Plot
+ Add Leg
Combined curve = Σ (sign × qty × metric of leg). Sell ⇒ mirrored across x-axis.
Custom Plot
Y metric
Black-Scholes
Delta
Gamma
Vega
Theta (daily)
P&L
X variable
Underlying now (S)
Time
Price (S)
Strike (K)
Show single metric line
Samples
X₀ (center)
k (half-width of X range)
40
Set X₀ to series mid