Black-Scholes Calculator

Use the Black-Scholes Calculator to determine the value of a European put or call option based on the Black-Scholes option pricing model. The calculator also computes the Greeks: Delta, Gamma, Theta, Vega, Rho.

Black-Scholes Calculator
Stock Price ($):
Exercise (Strike) Price ($):
Expiration Period: Days Months Years
Time to Expiration:
Volatility of Stock (%):
Risk-Free Interest Rate (%):
No $ or % in fields.


The calculator does not include dividend yield.

See formulas used by the calculator.

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