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FX Options Pricer — Garman-Kohlhagen
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Upload a .csv file with one FX option per row. Use the exact column names below.

ColumnFormatExample
spot Numeric FX rate 1.1050
strike Numeric FX rate 1.1200
days_to_expiry Integer days 90
rate_domestic Continuous, decimal 0.05
rate_foreign Continuous, decimal 0.03
volatility Decimal, e.g. 12% → 0.120.12
option_type call or putcall
notional Numeric (optional) 1000000
trade_id Any string (optional) FX-001
currency_pair e.g. EUR/USD (optional)EUR/USD

Example row:
FX-001,EUR/USD,1.1050,1.1200,90,0.05,0.03,0.12,call,1000000

Price
Delta
Gamma
Vega
Theta
Rho (dom)
Rho (for)
Payoff Graph
Submit the form to see the payoff graph.
Portfolio — Priced Options
Trade ID CCY Pair Type Spot Strike Days r_d r_f Vol Notional Price Notional Value Delta Gamma Vega Theta Rho (dom) Rho (for)
Upload a CSV to price your FX options portfolio.