Welcome

This web app provides a complete options analytics toolkit:

  • Black–Scholes pricing
  • Greeks
  • Implied volatility
  • Full IV surfaces using live market data

Use the navigation bar or the shortcuts on the right.

Quick actions

Price an option and view Greeks

Use the Black–Scholes model to compute price and sensitivities.

Implied volatility and IV surface

Compute implied vol and generate an interactive volatility surface.

View calculation history

Browse your stored pricing and volatility calculations.