Options Calculator — Greeks & Implied Volatility

Black-Scholes (spot) and Black-76 (forward — the Deribit/Derive/futures convention). Price, delta, gamma, vega, theta, rho, breakeven, or solve implied volatility from a market price. Free, no signup, runs in your browser.

Conventions: ACT/365; theta shown per calendar day; vega per 1 vol point (0.01). Crypto options settle 08:00 UTC.

Building a bot or agent? This exact math is a machine-payable API: GET /api/options-greeks — $0.02/call via x402 micropayments (USDC on Base), no key, no subscription. It also solves implied vol and refuses prices outside the no-arbitrage band instead of returning garbage. OpenAPI · llms.txt · Hummingbot users: hummingbot-x402 makes any paid endpoint a native bot data feed.