Theoretical Price of Call Option in Investment Formulas

Theoretical Price of Call Option is based on the current implied volatility, the strike price of the option, and how much time is left until expiration. And is denoted by C.

Formulas to find Theoretical Price of Call Option in Investment

fxBlack-Scholes-Merton Option Pricing Model for Call OptionGo

List of variables in Investment formulas

fx Current Stock Price Go

fx Normal Distribution Go

fx Cumulative Distribution 1 Go

fx Option Strike Price Go

fx Risk Free Rate Go

fx Time to Expiration of Stock Go

fx Cumulative Distribution 2 Go

FAQ

What is the Theoretical Price of Call Option?

Theoretical Price of Call Option is based on the current implied volatility, the strike price of the option, and how much time is left until expiration.

Can the Theoretical Price of Call Option be negative?

{YesorNo}, the Theoretical Price of Call Option, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.

Spanish French German Russian Italian Portuguese Polish Dutch

Let Others Know

✖

Facebook

Twitter

Copied!