Arphra
live
S&P 5007,500.58+1.08%
NASDAQ30,406.19+2.48%
DOW51,564.7+0.14%
VIX16.78+2.32%
US10Y4.45-0.27%
EUR/USD1.1506-0.93%
GOLD4,300.5-1.26%
WTI75.22-0.90%
BTC64,442.01-1.87%
S&P 5007,500.58+1.08%
NASDAQ30,406.19+2.48%
DOW51,564.7+0.14%
VIX16.78+2.32%
US10Y4.45-0.27%
EUR/USD1.1506-0.93%
GOLD4,300.5-1.26%
WTI75.22-0.90%
BTC64,442.01-1.87%
FX · OVML

FX option valuation.

Price a European vanilla FX option with the Garman-Kohlhagen model — premium and full greeks from live spot, ATM implied vol and the currency rate differential.

Forward matrix →
Pair
EURUSDUSDJPYGBPUSDUSDCHFUSDCADAUDUSDNZDUSDEURGBPEURJPYEURCHFGBPJPYAUDJPYUSDCNHUSDMXNUSDBRLUSDINRUSDZARUSDTRYUSDKRWUSDSGDUSDSEKUSDNOK
No implied-vol data for USDNOK — try a major pair (e.g. EURUSD, USDJPY, GBPUSD).