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Black-Scholes Options Pricing

Calculate call and put option prices and all five Greeks (delta, gamma, theta, vega, rho) using the Black-Scholes model. Enter spot price, strike, volatility, rate, and expiry.

Call price
$8.01
Put price
$6.03
Δ call
0.5799
Δ put
-0.4201
Γ
0.02211
Vega (per 1%)
0.2764
Θ call (per day)
-0.0244
Θ put (per day)
-0.0137
ρ call (per 1%)
0.2499
ρ put (per 1%)
-0.2402

How to use the black-scholes options pricing

Enter the underlying price (S), strike (K), time to expiry in years (T), risk-free rate, volatility, and dividend yield. Call and put prices appear with all five Greeks for each.

Formula & explanation

Black-Scholes-Merton (with dividends): C = Se^(-qT) N(d1) − Ke^(-rT) N(d2). Vega is per 1% vol change; Theta is per day; Rho is per 1% rate change.

Examples

S = K = 100, T = 0.5 yr, r = 4%, σ = 25%: call ≈ 7.97, put ≈ 5.99 (no dividends).

Frequently asked questions

Why use this vs. real market prices?
For pricing illiquid options, computing fair value, and estimating sensitivity (Greeks). Real markets price implied vol; our σ is your assumption.
American options?
Black-Scholes assumes European exercise. American options on non-dividend stocks are equivalent for calls; for puts and dividend-paying stocks, use a binomial tree.

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