Options Pricing Platform
Black-Scholes + Monte Carlo Engine · Real-time Risk Dashboard
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Running
0 pos · 0 sym
Portfolio
Convergence
Exotic
Strategies
Greeks
(BS — Baseline)
P&L Summary
Risk Analytics
Stress Scenarios
Vol Surface
IV by Strike × Expiry
Greeks Surface —
click ticker to expand chain
Ticker
#Pos
Delta
Gamma
Vega
Theta
IV
Value
Positions
Ticker
Spot
Strike
Expiry
Type
Delta
Gamma
Vega
IV
Price
Convergence Analysis —
MC paths → BS exact price
Spot ($):
Strike ($):
Expiry (yr):
Rate (%):
Vol (%):
Type:
Call
Put
Max Paths:
10K
50K
100K
200K
Run
Paths
BS Price
MC Price
Error
Std Error
Exotic Options —
MC pricing for path-dependent options
Style:
Asian (Average)
Barrier
Lookback
Option Type:
Call
Put
Ticker:
Spot ($):
Strike ($):
Expiry (yr):
Rate (%):
Vol (%):
Barrier ($):
Direction:
Down-and-Out
Up-and-Out
Price
Strategies —
P&L at Expiry
Build Strategy
Strategy Type:
Covered Call
Protective Put
Straddle
Strangle
Bull Call Spread
Bear Put Spread
Butterfly
Iron Condor
Ticker:
Spot Price ($):
Expiry (years):
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