Calculator

Rho Calculator

Estimate how a change in interest rates may affect an options position. Enter rho as the estimated price change for a 1 percentage-point move in rates.

Option price Current option price per share. Rho Estimated option price change for a 1 percentage-point rate move. Interest-rate move Enter the move in basis points. 100 bps = 1.00 percentage point. Option type Calls and puts generally have opposite rho direction. Position type Contracts Contract multiplier Standard U.S. equity options typically use 100.

Estimated result

This output isolates rho and converts the rate move into estimated option-price and position-dollar impact.

Rate move

0.00%

Estimated option price change

$0.00

Estimated ending option price

$0.00

Estimated position impact

$0.00

Scenario impact by rate move

Scenario table

Rate move	Percentage-point move	Option price change	Estimated option price	Position impact

Important limitation: This calculator does not price options using Black-Scholes or any other full pricing model. It isolates rho as a simplified estimate. Actual option prices can change because of underlying price movement, implied volatility, time decay, dividends, bid-ask spreads, early assignment risk, and market liquidity.