Tool 47 · Treasury, Strategy & Revenue

Options P&L Analyzer

Full Black-Scholes pricing engine with all five Greeks per leg and net position. Ten prebuilt strategies. Interactive payoff diagram with expiry and current-value curves, breakeven markers, and probability-of-profit. Pure client-side math — no API.

v1.0 Black-Scholes All 5 Greeks 10 Prebuilt Strategies

Market Parameters

Underlying Price (S) Implied Volatility (%) Days to Expiry Risk-Free Rate (%) Dividend Yield (%)

Scope & reliance — 🔒 All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only. Embedded rates, thresholds, and regulatory citations are static reference values that may age — verify against current primary sources and your own data before relying on any output for commercial, legal, or compliance decisions. Deterministic logic · no inference · zero PII · CC BY 4.0.

Strategy

Legs

Payoff Diagram

Greeks (Net Position)

Leg	Δ Delta	Γ Gamma	Θ Theta/day	ν Vega/1%	ρ Rho/1%
Select a strategy and click Calculate.