Black-Scholes Calculator
Calculate option prices and Greeks using the Black-Scholes option pricing model.
Option Parameters
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Black-Scholes: The foundational model for pricing European-style options, assuming constant volatility and no early exercise.
Call Option Price
$4.58
Put Option Price
$6.99
d1
-0.0975
d2
-0.2389
Option Greeks
Delta (Call / Put)0.4612 / -0.5388
Gamma0.0281
Theta (Call / Put)-0.0211 / -0.0070
Vega0.2808
Rho (Call / Put)0.2077 / -0.3044