Options Contracts

Option Premium Forecast

Forecast option premiums across stock-price, volatility, and time scenarios with the TreasuryX Option Premium Calculator.

Contract & forecast inputs

Start with the option you want to analyze.

01 / Inputs

Choose a company

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Ticker

Option type

Strike price ($)

Current option premium ($)

Number of contracts

Standard equity options: 100 shares per contract

Option expiration date

Current stock price ($)

Forecast stock price ($)

Current implied volatility (%)

Manual entry until API data is connected

Forecast implied volatility (%)

Forecast timelineToday

TodayExpiration

Drag from today toward expiration to see how the option's estimated premium changes as time passes.

No live market data is connected yet. The default values are illustrative examples, not live quotes. Replace them with the contract data you want to model.

Forecast summary

AAPL call · $250 strike · Jan 15, 2027

02 / Results

Estimated premium on forecast date

$—

Based on the forecast stock price and future IV assumption.

Model value today

$—

Estimated premium per share

Projected position value

$—

All contracts · 100 shares each

Projected position P/L

—

Across all contracts

Intrinsic value at forecast

$—

Per share at forecast price

Premium sensitivity

Forecast premiumIntrinsic value

The chart estimates premium at different stock prices on your forecast date, holding forecast IV and remaining time constant.

Bear, base & bull scenarios

Compare estimated premium under three underlying-price outcomes.

03 / Scenarios

Scenario	Stock price	Intrinsic value	Est. premium / share	Total position value	Change vs. today	Return vs. today
Enter valid contract details to calculate scenarios.

How to read this: Premium estimates include intrinsic and modeled extrinsic value. Future volatility is an assumption, not a prediction. Real option prices may differ due to bid/ask spreads, supply and demand, early-exercise features, liquidity, and market conditions.

Model notes

Built to add live market data later without changing the forecasting workflow.

04 / Method

Market data integration · later phase

Planned: fetch current underlying price, listed expirations, strikes, option bid/ask, and implied volatility from a market-data provider through a Cloudflare Worker. No API key is used by this prototype.

Pricing engine

Uses a Black–Scholes baseline with built-in default interest-rate and dividend-yield assumptions. These are intentionally not exposed as user inputs. It does not yet model early exercise, volatility skew/smile, changing volatility over time, or transaction costs.

Important: This is an educational estimation tool, not investment advice or a guarantee of future market prices. Forecasts are sensitive to stock price, time remaining, and implied volatility.