Equity Option Calculator



The original author and copyright holder for this calculator is Dr. Robert Lum

This calcultaor works well, except for the dividend. It requires an annual yield and does not allow you to enter individual dividends. That is a minor problem, unless the stock's dividend is large. I suggest making your calculations both with and without the dividend to determine the difference.

A better calculator can be found at the CBOE .


Option Calculator

Given 6 of the 7 fields, this calculator computes the remaining field.

How much is the option price? (in $.c)

How much is the stock price? (in $.c)
What is the strike price? (in $.c)
What is the dividend yield? (in percentages per annum)
What is the interest rate? (in percentages per annum)
What is the volatility? (in percentages per annum)
Time left to expiration?
Expiration in: Days or ... Months or ... Years?
Call option or ... Put option? American option or ... European option?

Written by Dr. Robert Lum at robertl@intrepid.com

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