Option Lab

Interactive Options Pricing & Volatility Explorer

Professional-grade Black-Scholes calculator with Greeks analysis, implied volatility solver, and 3D volatility surface visualization

Black-Scholes Pricing

Instant option pricing with full Greeks calculation and payoff visualization

Implied Volatility Solver

Advanced Brent's method solver with convergence indicators and confidence metrics

3D Volatility Surface

Interactive surface fitting and visualization with arbitrage detection