Open Visualization Data Explorer: Black-Scholes

Key option valuation information is available through this representation of the portfolio's behavior over time. Strike price and interest rate have hardcoded values of $40.0 and 15% and the standard deviation of daily price fluctuations is fixed in this example. The Black-Scholes option valuation model is used to compute portfolio value. Notice that as time to maturity gets close to 0, the computed value falls off rapidly. |