Rho Sensitivity Calculator
Calculate option rho exposure and P&L impact from interest rate changes.
Option Parameters
$
$
years
%
%
%
Total Position Rho
$254.14
per 1% rate change
P&L from Rate Change
$254.14
Actual P&L
$256.24
Rho Analysis
Rho per Share0.2541
Rho per Contract$25.41
d2 Value0.0530
Price Impact
Current Option Price$8.26
New Option Price$8.52
Rho Estimation Accuracy100.8%