Option Pricing Simulator

The Option Pricing Simulator uses a Monte Carlo technique to simulate the value of European call and put options based on Black-Scholes methodology.

Option Pricing Simulator
Stock Price:
Exercise (Strike) Price ($):
Expiration Period:	Days Months Years
Time to Expiration:
Volatility (%):
Risk-Free Interest Rate (%):
Number Monte Carlo Iterations:
No $ or % in fields.

See formulas and procedures used by the simulator.

Related Articles

Black-Scholes Calculator

buyupside