๐Ÿ“Š Black-Scholes Option Pricing Model

Calculate European call/put option theoretical prices using Black-Scholes-Merton model with Greeks

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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.

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Option Parameters

Option Prices

$0.00
Call Price
$0.00
Put Price
$0.00
Call Intrinsic Value
$0.00
Put Intrinsic Value

Greeks

ฮ” Delta (Call)
0.00
ฮ” Delta (Put)
0.00
ฮ“ Gamma
0.00
ฮ˜ Theta (Call)
0.00
ฮฝ Vega
0.00
ฯ 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.

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About Black-Scholes Calculator

Which options does Black-Scholes apply to?

Only European options (exercisable at expiration). American options need binomial tree or finite difference methods. Model assumes no dividends, no transaction costs.

How to use the option calculator?

Enter 5 parameters: spot, strike, time (years), risk-free rate, and volatility. Click calculate for call/put prices and complete Greeks.