Options Pricing

Spot Price,SS​

Is the current market price of the underlying asset.

Strike Price,KK​

The price defined in an options contract specifying the price that the underlying asset will be bought/sold at.

Expiry Time,TT​

The date specified in the options contract at which the options can be exercised (European options) or that time before which options must be exercised (American options).

Risk-free Rate of Return,rr​

The theoretical rate of return on an investment that carries no risk.


Reflects the extent to which the underlying asset is expected to fluctuate between now and the asset expiry.

Mark Price, V_{mark}Vmark​

The last price at which the options was purchased/sold on the market. Giá đánh dấu, V_{mark}Vmark​

Index Price, V_{index}Vindex​

The price of the underlying asset, where this price is derived from more than 1 source.

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