Options Lab
Interactive options pricing & analysis
Math Notes
Symbol
Fetch Chain
Data Mode
Live
Demo
Expiration
Select expiration...
Option Type
Call
Put
Strike
Select strike...
Risk-free Rate (%)
Dividend Yield (%)
Volatility Source
From Chain IV (N/A)
Compute from Mid (N/A)
Manual Entry
Binomial Steps
Range: 25-1000 (higher = more accurate, slower)
Pricing
IV & Smile
Strategy Payoff
Fetch a chain to see pricing