Interactive pricing models for European and American options. Compute premiums, implied volatility, Greeks, and run Monte Carlo simulations — all free and running directly in your browser.
Four interactive calculators covering the core option pricing frameworks — from closed-form Black-Scholes to lattice and simulation methods. Choose a model to get started.
European Options
Compute option premium, implied volatility, or implied stock price using the closed-form Black–Scholes model.
Open CalculatorEuropean Options
Visualize Delta, Gamma, Theta, Vega, Rho and Epsilon with interactive charts, multi-option comparison, and hedging tools.
Open CalculatorAmerican Options
Price American options with the Cox–Ross–Rubinstein binomial tree, interactive visualization, and early exercise detection.
Open CalculatorEuropean Options
Simulate thousands of GBM price paths to price European options, with confidence intervals and terminal distribution analysis.
Open Calculator