About this page: This visualization tool allows you to explore how an option's price has behaved historically and how it might evolve leading up to expiry, using the Black–Scholes model.

NOTE: The tool on this page is not actively maintained. For an update to date version, please visit OptViz.com

Options Pricing Tool (Historical & Projected)

Options Pricing Tool (Historical & Projected)

Visualize Black–Scholes vs. Market Synthetic Surfaces, plus Forward Projections

Enter a stock symbol, expiration date, strike, and call/put below. Once you click Load Data & Plots, you can view an estimated 3D historical contract pricing plot and build a forward projection for the remaining time until expiration.

Note that the Black–Scholes model is a theoretical model, and the historical prices are based on market data. Also note that we utilize the current implied volatility for the historical plot and for the forward projection.

Historical 3D Plot

This 3D plot displays the historical data for your chosen contract, including a theoretical contract prices surface based on the Black–Scholes model and an overlay of historical prices based on market data.

Forward Projection

Modify the Price vs Time Chart to forecast the underlying spot price path to expiry. Then, you can build a 3D surface to see the theoretical contract prices along your projected path.

Gravity:

Use Square Law

Lock future prices

Do not change past prices

Avg Daily Change (%):

Disclaimer: Black Scholes Pricing is a theoretical model. This tool is for educational purposes only. Real market conditions may differ. Not financial advice.

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