Interest Rate Calculation Option Pricing and Interest Rate Explanation: It is possible to translate the change in option prices, based on the parent asset price, into interest rate behavior in the general financial market. Options can be viewed as a breakdown of the futures price. Futures prices are part of a system where investors bear risk, using the asset as collateral. For financial institutions, evaluating collateral value is essential to reduce risk, and this is closely related to interest rate evaluation. B (Base price): S (Current price): T (Time): Tx (Time to maturity): Calculate Reset r (interest rate): -