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Sirius Satellite Radio (SIRI) — Option Price Calculator Using Black & Scholes Model*

Trade Date:
Strike Price:
Short-Term Interest Rate:
Dividend: ***
 
Expiration Date:
Market Price:
Volatility (%/yr):
Change your own parameters and press this button to recalculate option prices.

Call
 
  Put
 
Enter a call price, and press the "Go" button to compute the implied volatility.   Enter a put price, and press the "Go" button to compute the implied volatility.
 
Delta**
  Delta

*American put option price is computed by using Tradetrek's proprietary model.
**The meaning of Delta: if the stock price changes by $1, the option price should change by Delta dollars.
***Amount of dividend payable before expiration date.

Option Calculator
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