Want to find out your option delta? Enter the underlying asset price, strike price, time to expiry, volatility, and risk-free rate, and our Option Delta Calculator will show you the delta.
Option Delta Calculator
Option Delta Calculator
Component | Description |
---|---|
Underlying Asset Price | The current price of the underlying asset. |
Strike Price | The price at which the option can be exercised. |
Time to Expiry | The time remaining until the option’s expiration date. |
Volatility | The volatility of the underlying asset. |
Risk-Free Rate | The risk-free interest rate. |
Option Delta | The sensitivity of the option’s price to changes in the price of the underlying asset. |
Formula | Use the Black-Scholes model to calculate the option delta. |
Purpose | Used to determine the option delta, aiding in options trading and risk management. |