Black-Scholes Options Profit Visualizer

Profit Heatmap

Underlying asset price ($)

Time to Expiry (Days)

Start of price scale from:

Spot price

Strike price

Risk-free rate (%)

Volatility (%)

Time to expiry

Premium

Target price

Helper guide

This application uses Black-Scholes model to estimate future options value.

Profit heatmap - The heatmap dispalys your potential profit/loss on a set date and spot price.

Spot price - The current market price of the underlying asset (e.g., stock).

Strike price - The price at which you can buy (call) or sell (put) the underlying asset.

Risk-free rate - The theoretical return on an investment with zero risk, typically based on government bond yields (like U.S. 10-year Treasury yield).

Volatility - Annualized standard deviation of the asset's returns. Measures how much the price fluctuates.

Time to expiry - Time left until the option expires, in years.

Premium - The premium or amount you paid to buy the option (not part of Black-Scholes model itself, but used for profit/loss analysis).

Target price - The price at which you plan or hope to sell the option, used to evaluate potential profit.