New & Open to Everyone

Free options calculator —
learn by seeing the math.

A hands-on calculator for understanding how options are priced, how strategies behave under different market conditions, and what the Greeks actually mean. Built for students and self-directed learners.

What you can explore

Greeks

See how Delta, Gamma, Theta, Vega, and Rho shift across the full price range (not just at one strike).

P&L at Expiration

Plot the payoff curve of any single-leg or multi-leg position and understand exactly where it profits or loses.

Implied Volatility

Read the IV on any contract, compare it to historical vol, and see how the market is pricing uncertainty.

Time Decay

Watch how Theta erodes extrinsic value day by day, and why it accelerates as expiration approaches.

Multi-leg Strategies

Build spreads, straddles, condors, and butterflies leg by leg and see how combining options changes risk.

Scenario Analysis

Change spot price, volatility, or days to expiry and observe how your position responds in real time.

No textbook needed

Every concept is shown with live numbers. Adjust a parameter and see the effect instantly — no equations to memorize first.

Free Tier

No subscription, no account wall, no ads. Recent market data is fetched so you can just open the tool and start learning.

Real market data

Option chains are pulled live for any US equity or ETF. You learn with similar prices you'd see on a brokerage platform.

Visual P&L heatmaps

Heatmaps show profit and loss across every price level, so you understand the full risk profile (not just the breakeven).

Ticker screener

Filter by IV rank, skew, and liquidity across hundreds of tickers to understand which markets are "expensive" or "cheap" in vol terms.

Save scenarios

Save multiple setups and compare them side-by-side — great for studying how the same strategy behaves across different underlyings or expiries.

For learning, not trading advice. All data and calculations are provided free of charge. Market prices shown are near-real-time and may differ slightly from your broker. Nothing here is a recommendation to buy or sell any security. Read more about the data →