Option Pricing Simulator

History
European|American|Asian|Barrier|Lookback
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Should I Take This Trade?
Enter the option exactly as shown in your demat account. We'll tell you if it's worth it.
No underlying stock selected. This analysis is using a placeholder spot price of ₹100. Go to Live Market Data below, pick your stock (e.g. NIFTY), and click Fetch Live Dataso the verdict reflects the real underlying price & volatility.
Verdict uses: Volatility 25.0% News: off Technicals: off Macro: off

Only volatility is active. Fetch Live Data + News Sentiment below to factor in trend, news & macro.

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Intraday = 1

Fill in strike, entry premium, and target premiumto get a verdict. Whether you're buying or selling is inferred automatically (target > entry = buying; target < entry = selling).

Stock Movement Forecast
Where the underlying is likely to be in 90 days (log-normal model + sentiment)

Real-world directional forecast. Option pricing above uses the risk-neutral drift (r − q) regardless of these signals.

Forecast uses: Volatility 25.0% News: off Technicals: off Macro: off
NEUTRAL
Expected: ₹101.37
Prob. UP
52%
Prob. DOWN
48%
Expected price range
₹78.47spot ₹100₹128.93
Likely range (68% / 1σ)
₹88.84 – ₹113.88
Wide range (95% / 2σ)
₹78.47 – ₹128.93
Typical daily move: ±1.57%Over 90d: ±12.41%
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Enter your average buy price and quantity to get a sell/hold recommendation for this stock.

Option Configuration
Select option style, type, and pricing method
Market Data & Risk Factors
Define the underlying asset and market parameters
RELIANCETCSHDFCBANKINFYICICIBANKBHARTIARTLSBINNIFTYBANKNIFTYNIFTYIT

Underlying asset price

Option contract strike

Manual25.0%
Used to convert days → years
Static assumption6.50%

No free live India G-Sec yield feed is available — this is a static RBI repo-rate proxy, not a live benchmark. Adjust manually if you have a better estimate.

1.00%
90 days (0.2466 yrs, act/365)
Simulation Settings

Black-Scholes uses an analytical formula — no simulation parameters needed.

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Configure your option parameters and click "Price Option" to see results.