3D Price Surface
A tilted surface shows how price changes across spot price and time. The bright marker is the current parameter point.
Input Panel
Adjust the Black-Scholes inputs and update every chart in real time.
Greek Heatmaps
Each heatmap uses spot price on the x-axis and time on the y-axis so you can compare sensitivity regimes at a glance.
Option Price Surface
Price plotted over spot price and time to expiry under the Black-Scholes model.
X-axis: Spot price
Y-axis: Time to expiry
Height/color: Option value
Greek Heatmaps
The marker shows the current state. Warm and cool colors reveal where sensitivity accelerates, fades, or changes sign.
Delta
Gamma
Theta
Vega
Rho
Theory Snapshot
Black-Scholes models the underlying asset with geometric Brownian motion and prices a European option under risk-neutral valuation.
Price
C = S N(d1) - K e^-rT N(d2)
P = K e^-rT N(-d2) - S N(-d1)
Core terms
d1 = [ln(S/K) + (r + 0.5σ²)T] / (σ√T)
d2 = d1 - σ√T
Greeks
Delta, Gamma, Theta, Vega, Rho = first-order and second-order sensitivities
Live Interpretation
Use these cues to connect the math with common trading intuition.
Who benefits
Designed for students, traders, quants, and developers exploring financial derivatives.
- Finance students learning option pricing.
- Option traders comparing sensitivity regimes before entering a position.
- Quantitative analysts validating intuition about model behavior.
- Technical builders who want a visual bridge into financial mathematics.