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Options Premium Calculator: Note: You Can Change Only Those Cells Which Are Marked in Yellow Colour

The document shows an options premium calculator with inputs for strike price, spot price, date, expiry date, volatility and outputting call and put option values. It also provides a table showing different Nifty ranges and the corresponding call option profit/loss values. The note indicates this is an educational tool for learning how option pricing is affected by different factors and users should exercise caution in relying on the values.

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Mayank JAin
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469 views6 pages

Options Premium Calculator: Note: You Can Change Only Those Cells Which Are Marked in Yellow Colour

The document shows an options premium calculator with inputs for strike price, spot price, date, expiry date, volatility and outputting call and put option values. It also provides a table showing different Nifty ranges and the corresponding call option profit/loss values. The note indicates this is an educational tool for learning how option pricing is affected by different factors and users should exercise caution in relying on the values.

Uploaded by

Mayank JAin
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLS, PDF, TXT or read online on Scribd
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OPTIONS PREMIUM CALCULAT

Strike 4700
12.0
Spot 4755
Deal_date 24-Dec-20 10.0

Expiry_date 29-Dec-11 8.0

Volatility 35.0% 6.0

Option Value Call Err:502 38 4.0


Option Value Put Err:502 0 2.0
0.0
Price Today 38.4 38.35 4900 5000 5100 5200 5300

Nifty Range 100 4900 5000 5100 5200 5300 5400


Call 0 Err:502 Err:502 Err:502 Err:502 Err:502 Err:502
Profit and loss Err:502 Err:502 Err:502 Err:502 Err:502 Err:502

Note : You can change only those cells which are marked in yellow

Disclaimer: The Sharekhan Option Calculator is designed for educational purpose only. It is intended to assist individuals in learning how options w
basic understanding of option pricing - what factors affect an option's pricing, and how a change in any one (or more) of them affects the price. Blac
been used which is most suited for European Option. The users are advised to make use of values generated by this calculator at their own risk and c
not be responsible in any way.
M CALCULATOR

5100 5200 5300 5400 5500

5500
Err:502
Err:502

e marked in yellow colour.

ssist individuals in learning how options work and to provide a tool for developing
(or more) of them affects the price. Black - Scholes option pricing method has
by this calculator at their own risk and cost of consequences, Sharekhan would
12

10

0
1 2 3 4 5 6
5600
5500
5400
5300
5200
5100
5000
4900
4800
4700
4600
6 7
Sr No Scrip Srtike Premium Sl Target 1 Target 2 Exit Price
1 Reliance CE 1050 21.5 16.13 32.25 34.40 27.5
2 Nifty CE 6000 73.5 55.13 110.25 117.60 60
3 Tatasteel CE 660 10.8 8.10 16.20 17.28 8.75
4 DLF CE 280 8.2 6.15 12.30 13.12 6.8
5 Nifty PE 5800 69 51.75 103.50 110.40 60
6 DLF CE 260 4.55 3.41 6.83 7.28 4.9
7 Nifty 5900 70 52.50 105.00 112.00 90
8 Nifty 5800 55 41.25 82.50 88.00 45.55
9 Nifty 5600 50 37.50 75.00 80.00 66.5
10 ICICI Bank 1150 25 18.75 37.50 40.00 20
% Gain/Loss P&L 25% 50.00% 60%
28% 1500
-18% -675
-19% -1025
-17% -1400
-13% -450
8% 350
29% 1000
-17% -472.5
33% 825
-20% -1250 -1597.5

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