StrikeLab / Market Lab
Build your market intuition.
Make a prediction. Change one assumption. See what the model actually does.
● Interactive model
Experiment 02
A clock with a price tag
Watch time value disappear while the stock stands still.
- 1Predict
- 2Experiment
- 3Explain
For this at-the-money call, what happens to model value when time falls from 90 days to 14 days?
Baseline call$4.51
Your call$4.51
Model difference$0.00
BaselineYour experiment$ / share
View chart data
| Days to expiration | Baseline call | Experiment call |
|---|---|---|
| 0 | $0.00 | $0.00 |
| 4 | $0.86 | $0.86 |
| 7 | $1.15 | $1.15 |
| 11 | $1.45 | $1.45 |
| 14 | $1.65 | $1.65 |
| 18 | $1.88 | $1.88 |
| 22 | $2.09 | $2.09 |
| 25 | $2.24 | $2.24 |
| 29 | $2.43 | $2.43 |
| 32 | $2.56 | $2.56 |
| 36 | $2.73 | $2.73 |
| 40 | $2.89 | $2.89 |
| 43 | $3.00 | $3.00 |
| 47 | $3.15 | $3.15 |
| 50 | $3.26 | $3.26 |
| 54 | $3.40 | $3.40 |
| 58 | $3.54 | $3.54 |
| 61 | $3.64 | $3.64 |
| 65 | $3.77 | $3.77 |
| 68 | $3.86 | $3.86 |
| 72 | $3.99 | $3.99 |
| 76 | $4.11 | $4.11 |
| 79 | $4.20 | $4.20 |
| 83 | $4.31 | $4.31 |
| 86 | $4.40 | $4.40 |
| 90 | $4.51 | $4.51 |
| 94 | $4.63 | $4.63 |
| 97 | $4.71 | $4.71 |
| 101 | $4.82 | $4.82 |
| 104 | $4.90 | $4.90 |
| 108 | $5.00 | $5.00 |
| 112 | $5.11 | $5.11 |
| 115 | $5.18 | $5.18 |
| 119 | $5.29 | $5.29 |
| 122 | $5.36 | $5.36 |
| 126 | $5.46 | $5.46 |
| 130 | $5.56 | $5.56 |
| 133 | $5.63 | $5.63 |
| 137 | $5.73 | $5.73 |
| 140 | $5.80 | $5.80 |
| 144 | $5.89 | $5.89 |
| 148 | $5.99 | $5.99 |
| 151 | $6.06 | $6.06 |
| 155 | $6.15 | $6.15 |
| 158 | $6.22 | $6.22 |
| 162 | $6.31 | $6.31 |
| 166 | $6.40 | $6.40 |
| 169 | $6.46 | $6.46 |
| 173 | $6.55 | $6.55 |
| 176 | $6.62 | $6.62 |
| 180 | $6.70 | $6.70 |
Your assumptions
Strike $100 · risk-free rate 4.5% · no dividends
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.