← Trading Tools
Dhanith Trading · Option Price Projector
How Much Will the Premium Move?
Computes Black-Scholes price and all Greeks from your inputs, then projects the theoretical premium at a target spot, after time passes, and (optionally) after IV shifts.
Inputs
Enter IV from your current NSE/Sensibull option chain for this strike — it's the one input this calculator can't derive on its own. Everything else (Delta, Gamma, Theta, Vega, theoretical price) is computed live using Black-Scholes from the values above.
Current Greeks (at today's spot, today's time left)
Theo. Price
₹182.96
Delta
0.532
Gamma
0.00095
Theta /day
₹-15.05
Vega /1% IV
₹12.84
Projected Outcome
Theoretical Premium at Target
₹259.29
vs current ₹182.96 (full Black-Scholes recompute)
Per Lot P&L (Buyer)
+₹5,725
Naive Delta-Only Estimate (for comparison)
₹262.81(off by ₹3.51 vs full Greeks model)
What Drove the Price Change (Approx. Breakdown)
Delta effect (direction move)
+150 pts × delta 0.532
+₹79.85
Gamma effect (delta accelerating)
curvature correction as spot moves
+₹10.66
Theta effect (time decay)
4 hrs elapsed of decay
₹9.63
Vega effect (IV shift)
IV +0 pts
+₹0.00
Net theoretical move+₹76.34
Note: this breakdown is an approximation for intuition — the actual projected price above is computed by re-running Black-Scholes fully at the target spot/time/IV, not by summing these components.
Projected Greeks (at target spot, after time passes)
Theo. Price
₹259.29
Delta
0.677
Gamma
0.00092
Theta /day
₹-15.46
Vega /1% IV
₹10.81
Theoretical model only (Black-Scholes) · Real premiums may differ due to skew, liquidity, and bid-ask spread · Not investment advice