Black-Scholes Calculator

The Black-Scholes model prices European-style options using five inputs: stock price, strike, time to expiry, volatility, and risk-free rate. This tool also outputs the full set of Greeks so you can assess your sensitivity to each market variable.

Stock Price ($)

Strike Price ($)

Risk-Free Rate (%)

Implied Volatility (%)

Days to Expiration

Call Price

Put Price

Delta (call)

Price sensitivity

Delta (put)

Price sensitivity

Gamma

Delta change/$ move

Theta (call)

Daily time decay

Vega

Per 1% vol change

Rho (call)

Per 1% rate change