Options LTP Calculator — Black-76 What-If

Set a target futures/spot, IV shift and time — premiums and Greeks reprice in your browser with zero backend lag. Seeded spot: NIFTY 25299.35.

Inputs
Target spot0%
IV shift0 pp
Hours forward0 h

Sliders reprice locally via Black-76 — no API round-trip.

Call LTP
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Put LTP
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Target F
—
IV used
—
Greeks & POP
—
Delta Gamma Theta/day Vega (1%) POP Breakeven
Call — — — — — —
Put — — — — — —
Strike ladder at target spot

ATM ± 5 strikes (step 50) priced with the same What-If scenario.

Strike Call Put Straddle
How this works

Prices use the Black-76 futures options model on forward F (your Futures/Spot input). Move the sliders to shock spot (±10%), IV (±10 pp) and time (hours forward).

Indicative only — not for order routing. Compare with live LTPs on the option chain before trading. From the Strategy Builder, use the LTP Calculator link for What-If shocks.