Black-76 Pricing Model
Current Asset Price
100.0000
Strike Price
100.0000
Time to Maturity (Years)
0.0822
Volatility (σ)
0.3000
Risk-Free Interest Rate
0.1200
CALL Value
KES 3.40
PUT Value
KES 3.40
Options Price - Interactive Heatmap
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Data Source: NSE Derivatives Price List 2025