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Option Price Calculator
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Option Strategy Analyzer
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Option Strategy Analyzer

Evaluate your Option strategy before placing order for your Option trades. Enter details of your proposed Option trades below and enter 'what-if' scenario parameters and this model will calculate potential profit/loss for your strategy based on your view of the underlying price movement for any time horizon in future. Though, this has been designed for NSE Index Options, it can be used for any Index or Stock Options.


TradeDate    
Underlying
Spot Price  
Market Lot
Risk Free Rate % p.a.  

The profit/loss calculated by this Model is the the profit/loss you expect to realize if you close out (square off) the option trade(s) as per the what-if scenario parameters chosen.

What-if Scenario parameters -
Enter as desired
What if.........after days
Spot changes to
You can insert upto 3 legs / trades to test combination strategy:     What-If Results
Expiry
Date
Strike
Price
Call /
Put
    CMP Imp
Vol
Buy /
Sell
Qty Tran
Cost
Premium
Cash flow
Exp
Vol(%)
Option
Price
Profit /
Loss
           
   
%
       
   
%
       
   
%
            %
 
Aggregate Profit >

Be warned that this model does not predict future index level but only computes option price and potential profit/loss based on your view / bet on the undedrlying price as chosen in the what-if scenarios parameters. The model uses Black-Scholes option pricing formula for European style Options for computing the option price.