WARNING: This page is not intended as a basis for trading decisions. No responsibility whatsoever is assumed for its correctness or suitability for any given purpose. Use at your own risk. You can use either decimal point or comma as decimal separator, just be sure not to use thousand separators.

This tool is targeted to option spread analysis. If your need a simple, bare-bones Black-Scholes calculator, check out this version.

Call strike

Premium

Intrinsic

Delta

Gamma

Theta

Vega

Rho

Put strike

Premium

Intrinsic

Delta

Gamma

Theta

Vega

Rho

Price probability distribution at expiration

From price

To price

Probability

Accumulated probability

Strike

Premium

ROI at spot

ROI if assigned

Assignment probability

Minimum time considered for ROI calculation is 30 days, since there is only one option
series per month.

Strike 1

Strike 2

Profit at spot

Max profit

Max loss

Profit > 0 probability

ROM/ROI at spot

Maximum ROM/ROI

ROM (Return on margin) assumes that margin will be equal to the spread for credit spreads.
ROI for debit spreads considers the base capital to be the upfront net expenditure.

Minimum time considered for ROI/ROM calculation is 30 days, since there is only one option
series per month.