š¹ Options Pricing 2D ā Black-Scholes & Monte Carlo
Price European options, explore the Greeks, and watch Monte Carlo GBM paths to expiry
Payoff / Value Diagram
Option value vs stock price S ā drag to set S
Monte Carlo GBM Paths
50 sample paths to expiry
Option Type
Call
Put
Presets
At-the-money
Deep ITM
Deep OTM
Short expiry
LEAP (2yr)
Parameters
Stock price S
Ā£100
Strike K
Ā£100
Volatility Ļ
20%
Risk-free r
5%
Time to expiry T
1.00 yr
Option Price
ā
Call (B-S)
ā
Put (B-S)
ā
MC Price
ā
Parity check
Greeks
ā
Delta (Ī)
ā
Gamma (Ī)
ā
Vega (Ī½)
ā
Theta (Ī)
ā
Rho (Ļ)
ā
dā