Enter the number in the box below, click the “Calculate Theoretical Options Price” button, and the theoretical price of the call and put will be displayed.
If you wish calculate the implied volatility, click on the “Calculate Implied Volatility” button, which will bring up a small window. Choose call or put options, input the premium, click on the “Calculate” button, and it will calculate the implied volatility based on the previously entered index price, strike price, risk-free interest rate, cash dividend yield, and time to expiration.
Note: This calculation utilizes the Black-Sholes options pricing model. The results are provided for reference only and do not represent actual prices. Traders engaging in options trading should consider all market factors, not just theoretical options prices. TAIFEX bears no responsibility for traders’ investment decisions.
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