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Options calculator


LME metals options calculator model

This options model is purely educational and is designed to allow visitors the opportunity to gain an understanding of how LME traded option premiums are calculated.

 



Inputs
STRIKE PRICE ?
EXPIRATION MONTH ?
MARKET PRICE FOR PROMPT DATE ?
VOLATILITY (%) FOR PROMPT DATE ?     range: 5 - 60
INTEREST RATE (%) ?     range: 0 - 30
Results

STRIKE PRICE: 1800
MARKET PRICE : 1500
VOLATILITY: 17
INTEREST DATE: 5
EXPIRATION DATE : 1-Oct-2008
PROMPT DATE : 15-Oct-2008		 CALL PUT
PREMIUM ? 0.00 300.00
DELTA 0.0000 -1.0000
GAMMA 0.0000 0.0000
THETA 0.0000 0.0000
VEGA 0.0000 0.0000
clear




 

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