Exchange Focus
CME Group: New Tool - Options Calculator

September 2018

Generate fair value prices and Greeks for any of CME Group’s options on futures contracts or price up a generic option with our universal options calculator.

CME Group: New Tool - Options Calculator

Data as of September 11, 2018

Choose from eight different pricing models, including Black Scholes, and customize your parameters by:

  • Strike
  • Option Type
  • Underlying Futures Price
  • Volatility
  • Days to expiration (DTE) rate

View Calculator

Further information:

If you would like further information, please contact CME Group.