Enter a stock symbol, pick a strike price and expiration date, and the calculator prices the option using the Black-Scholes model. You instantly see the theoretical premium, all five Greeks — Delta, Gamma, Theta, Vega, and Rho — and an interactive profit-and-loss chart showing how the position performs across a range of stock prices, both at expiration and today.
It supports long calls, long puts, covered calls, and cash-secured puts, with breakevens, maximum profit, and maximum loss calculated for you. The calculator works with both US and Canadian stocks, and there is no signup, no login, and no paywall on any of the core tools.
Yes. No signup or account is required to use the options profit calculator, Greeks calculator, or P&L charts. Stock financials and AI earnings summaries are also free.
Greeks measure how an option's price responds to market changes: Delta tracks the underlying stock price, Gamma tracks the rate of change of Delta, Theta measures time decay, Vega measures sensitivity to implied volatility, and Rho measures interest-rate sensitivity. All five update in real time as you adjust your inputs.
A profit calculator shows your potential gain or loss at different stock prices and dates. A Black-Scholes calculator computes an option's theoretical fair value and Greeks from inputs like strike, expiration, and implied volatility. OptionsVault combines both: it prices the option with Black-Scholes, then charts the full P&L profile interactively.
Yes. OptionsVault is one of the few free options calculators that supports TSX-listed Canadian stocks alongside US tickers.
Yes. The earnings calendar shows upcoming report dates, and the straddle and strangle calculators help model volatility plays around earnings events.