Black-Scholes Options Calculator
Calculate theoretical option prices using the Black-Scholes model. Features comprehensive analysis including Greeks, implied volatility, and sensitivity analysis.
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Black-Scholes Formula
Call Option Price:
C = S₀N(d₁) – Ke⁻ʳᵀN(d₂)
Put Option Price:
P = Ke⁻ʳᵀN(-d₂) – S₀N(-d₁)
Where:
- S₀ = Current stock price
- K = Strike price
- r = Risk-free rate
- T = Time to expiry
- σ = Volatility
- N() = Cumulative normal distribution
How to Use
- Select option type (Call/Put)
- Enter stock and strike prices
- Input time to expiry in years
- Specify volatility and risk-free rate
- Review option price and Greeks