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LME Options Calculator

What the LME Options Calculator does

The LME Options Calculator generates theoretical prices and Greeks for any of LME’s options contracts.

How to use the LME Options Calculator

Enter values into the calculator’s variable fields, which are futures price, strike, volatility, expiration month, expiration date, futures prompt data, options pricing date and the options premium.

LME Options Calculator (XLSX)

Use of the calculator should be in accordance with the disclaimer below.

This LME Options Calculator (the “Calculator”) is provided for information purposes only. Neither the LME, nor any of its affiliates makes any warranty or representation, express or implied, or accepts any responsibility or liability for, the accuracy, completeness, reliability or suitability of the Calculator (or the output thereof) for any particular purpose (including the accuracy of any pre-inputted information). The LME accepts no liability whatsoever to any person for any loss or damage arising from any inaccuracy or omission in the Calculator (or the output thereof) or from any consequence, decision, action or non-action based on or in reliance upon use of the Calculator. The content on this website does not and is not intended to constitute investment advice, commentary or a recommendation to make any investment decision. The LME is not acting for any person to whom it has provided the Calculator. The LME is not responsible for providing any users of the Calculator with regulatory or other protections. All persons using the Calculator should obtain independent investment, legal, tax and other relevant advice before making any decisions with respect to their investments. The use of the Calculator is further subject to all other disclaimers and terms and conditions set out on this website.

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