π Black-Scholes Option Pricing Model
Calculate European call/put option theoretical prices using Black-Scholes-Merton model with Greeks
The Black-Scholes model is the foundation of financial engineering for pricing European options. Enter spot, strike, time, risk-free rate, and volatility to get theoretical prices and complete Greeks.
Option PricingGreeksQuant FinanceOption Parameters
Option Prices
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Call Price
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Put Price
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Call Intrinsic Value
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Put Intrinsic Value
Greeks
Ξ Delta (Call)
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Ξ Delta (Put)
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Ξ Gamma
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Ξ Theta (Call)
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Ξ½ Vega
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Ο Rho (Call)
0.00
The Black-Scholes-Merton model is the cornerstone of option pricing, proposed in 1973 and awarded the Nobel Prize
The model assumes geometric Brownian motion, deriving closed-form prices under no-arbitrage. This tool uses JavaScript CDF approximation, all computed in-browser.