This simple tool lets you enter a stock symbol, expiration date, strike price, and call/put to see the option's historical pricing (estimated by Black–Scholes) and a forward projection of the option price leading to expiry.
Get Started
Enter your desired parameters and load the data
Historical 3D Plot
Explore how this contract's price surface evolved over time, visualized in 3D. Compare the theoretical Black–Scholes surface and the actual market prices.
Forward Projection
Adjust or "drag" the future spot prices in the 2D chart to project what the option might be worth at each future date up to expiration. Then visualize the theoretical 3D contract price surface along your new path.
- Reset Projection: Resets the projection to the static contract price.
- Apply Avg Daily Change: Applies a user-specified average daily change to the spot price.
- Reset to Static Contract Price: Resets the projection such that the theoretical price at expiry is the same as the current market price, while assuming linear price changes.
Disclaimer: Black–Scholes Pricing is theoretical. This tool is for educational purposes only; real market conditions may differ. This is not financial advice.