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How are option premiums (prices) determined?
While supply and demand ultimately determines the price of options, several factors have a significant impact on option premiums, which are
• Spot Price of the underlying assets
• The exercise price of the option
• The volatility in the underlying markets.
• Time remaining to expiration
• Risk free rate of interest
• Dividend (only for option on equity)
The Price of an Option are Option Greeks are not easy to calculate by hand. The formula is complicated and for European style options (i.e. Options which can be exercised only on the expiry date) the formula’s are given by Black and Scholes formula. You can also preview this Options Calculator by clicking on the Preview button below. This Options Calculator is free, elegant and easy to use.