Black-Scholes options pricing with Greeks — Delta, Gamma, Theta, Vega, Rho
Theoretical Option Price (B-S)
₹236
Intrinsic Value
₹0
Time Value
₹236
Delta (Δ) — price sensitivity
0.48
Gamma (Γ) — delta change per ₹1
0
Theta (Θ) — time decay per day ₹
₹-551
Vega (ν) — value per 1% IV change ₹
₹858
Max Profit (unlimited for call)
₹9,99,99,999
Max Loss (premium paid)
₹-7,500
Breakeven Price
₹22,250