Options Premium Calculator & Simulator

Simulate how call option premiums respond to real historical price movements

Data

Options ℹ️ Strike % & IV The percentage sets the strike price relative to the stock price on the buy date.

Example: If stock is $100:
• ITM 80% → strike = $80 (below stock, in the money)
• ATM 100% → strike = $100 (at the money)
• OTM 120% → strike = $120 (above stock, out of the money)

IV (Implied Volatility) is held constant throughout the simulation. In reality IV changes daily, but keeping it fixed isolates the effect of price movement and time decay on the premium.

What You're Seeing

This visualization uses real historical price data to show how different Call option moneyness levels could respond to actual stock movements.

  • ITM (In The Money) - For a call option, strike below stock price. ITM options have Higher delta which means they moves more closely with the stock.
  • ATM (At The Money) - Strike at/near stock price. Delta is around ~0.50, has highest gamma and vega.
  • OTM (Out of The Money) - Strike above stock price. Low delta, but can see the largest percentage swings.
Stock Price
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Implied Volatility
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Days Remaining
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DTE
Current Trading Day
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ITM Premium
ATM Premium
OTM Premium
Bullish Candle
Bearish Candle
Option Premium % Change (from entry)
Stock Price (Candlesticks)