Option Price Matrix
Volatility vs UnderlyingParameters
Call Price
3.019
Put Price
2.691
Call Price Simulation
Rows: Volatility (%)
|
Columns: Underlying Price ($)
|
Centre column = current price
| Vol % | 97 | 98 | 99 | 100 | 101 | 102 | 103 |
|---|---|---|---|---|---|---|---|
| 22% | 1.363 | 1.738 | 2.176 | 2.677 | 3.241 | 3.866 | 4.548 |
| 23% | 1.466 | 1.847 | 2.289 | 2.791 | 3.353 | 3.974 | 4.649 |
| 24% | 1.569 | 1.956 | 2.401 | 2.905 | 3.466 | 4.082 | 4.752 |
| 25% | 1.673 | 2.066 | 2.514 | 3.019 | 3.578 | 4.192 | 4.856 |
| 26% | 1.778 | 2.176 | 2.627 | 3.133 | 3.691 | 4.301 | 4.96 |
| 27% | 1.884 | 2.286 | 2.74 | 3.246 | 3.804 | 4.411 | 5.066 |
| 28% | 1.989 | 2.396 | 2.853 | 3.36 | 3.917 | 4.521 | 5.172 |