Skip to main content

StrikeLab / Market Lab

Build your market intuition.

Make a prediction. Change one assumption. See what the model actually does.

Your learning path ↗
● Interactive model

Experiment 03

One move, different exposure

Move the stock, then inspect how a call responds.

  1. 1Predict
  2. 2Experiment
  3. 3Explain

If the stock rises from $100 to $110, will this call's model value rise or fall?

Your prediction
Baseline call$2.47
Your call$2.47
Model difference$0.00
Option model value against stock priceBaseline call: $2.47 at $100. Experiment call: $2.47 at $100. Prices are per share. Other assumptions are held fixed for each curve.$0$19$38$56$50$100$150Stock price
BaselineYour experiment$ / share
View chart data
Model prices with all other inputs held fixed for each curve
Stock priceBaseline callExperiment call
$50$0.00$0.00
$52$0.00$0.00
$54$0.00$0.00
$56$0.00$0.00
$58$0.00$0.00
$60$0.00$0.00
$62$0.00$0.00
$64$0.00$0.00
$66$0.00$0.00
$68$0.00$0.00
$70$0.00$0.00
$72$0.00$0.00
$74$0.00$0.00
$76$0.00$0.00
$78$0.00$0.00
$80$0.00$0.00
$82$0.00$0.00
$84$0.00$0.00
$86$0.01$0.01
$88$0.03$0.03
$90$0.08$0.08
$92$0.21$0.21
$94$0.45$0.45
$96$0.87$0.87
$98$1.54$1.54
$100$2.47$2.47
$102$3.68$3.68
$104$5.14$5.14
$106$6.79$6.79
$108$8.58$8.58
$110$10.47$10.47
$112$12.42$12.42
$114$14.39$14.39
$116$16.38$16.38
$118$18.37$18.37
$120$20.37$20.37
$122$22.37$22.37
$124$24.37$24.37
$126$26.37$26.37
$128$28.37$28.37
$130$30.37$30.37
$132$32.37$32.37
$134$34.37$34.37
$136$36.37$36.37
$138$38.37$38.37
$140$40.37$40.37
$142$42.37$42.37
$144$44.37$44.37
$146$46.37$46.37
$148$48.37$48.37
$150$50.37$50.37

Your assumptions

Strike $100 · risk-free rate 4.5% · no dividends

$100
30 days
20%

Make your prediction to unlock the experiment.

Keep the evidence

Your lab notebook

Your six most recent saved experiments. Restore the inputs or download a result to explain.

Change an input and save your first experiment.
Your work stays in this browser. No account needed.

Model lab, not live quotes. Black-Scholes assumes European exercise, no dividends, and constant volatility and interest rates. Values are dollars per share; price differences are not trading profit.