Crypto Derivatives Pricing Illustrator
This tool provides theoretical prices based on manual inputs and standard models. It does NOT use live market data and is for educational/illustrative purposes only. Ensure all inputs like rates and volatility are annualized percentages unless otherwise specified.
- Futures Pricer
- Options Pricer
Crypto Futures Pricer (Fixed Expiry)
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Futures Price (F) = S₀ * e((r + c_net) * T_years)
S₀ = Spot Price
r = Risk-Free Rate (decimal)
c_net = Net Cost of Carry (decimal)
T_years = Time to Expiry in Years (days/365)
e = Euler's number (approx 2.71828)
Crypto Options Pricer (Black-Scholes)
This model is for European options on non-dividend paying underlyings.
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Black-Scholes (Non-Dividend European Options):
C = S * N(d₁) - K * e-rT * N(d₂)
P = K * e-rT * N(-d₂) - S * N(-d₁)
d₁ = [ln(S/K) + (r + (σ²/2))T] / (σ√T)
d₂ = d₁ - σ√T
N(x) = Cumulative Standard Normal Distribution of x