Black-Scholes Options Payoff Lab (2D)

This 2D companion replaces the 3D version's decorative random-walk marker with a real quantitative-finance engine: every move of spot, strike, volatility or time to expiry recomputes an actual Black-Scholes option price (d1, d2 and both normal-CDF terms, shown live in the side panel) and redraws three linked views — the payoff diagram at expiration, how the theoretical premium changes with volatility, and how it decays toward intrinsic value as expiry approaches — so the abstract formula becomes something you can watch move.