This calculator uses the Black-Scholes formula to compute the price of a put option, given the option's time to maturity and strike price, the volatility and spot price of the underlying stock, and the risk-free rate of return. The Black-Scholes option-pricing model can be used to compute...
CFI’s Black Scholes calculator uses the Black-Scholes option pricing method. Other option pricing methods include the binomial option pricing model and theMonte-Carlo simulation. The Black-Scholes option pricing method focuses purely on European options on stocks. European options, which can only be...
Free Stock Option Tools, Black Scholes Calculator, Free Stock Option Analysis, Financial Mathematics, Derivations, Explanations, Proofs.
Black-Scholes Option Calculator Spot Price(SP) Strike Price(ST) Time to Expiration(t)DaysMonthsYears Volatility(v)% Risk-Free Interest Rate(r)% Dividend Yield(d)% Results Call Price:$58.82 Put Price:$1.43 Option Type:CallPutValues xVariableSymbolInput ValueFromTo ...
Black-Scholes Calculator Stock Price ($): Exercise (Strike) Price ($): Expiration Period:DaysMonthsYears Time to Expiration: Volatility of Stock (%): Risk-Free Interest Rate (%): No $ or % in fields. The calculator does not include dividend yield. ...
You are free to change any formulas and customize the calculator. Does it work for American/European options? The Black-Scholes model is intended for European options. In most cases (when early exercise does not make sense), it is also accurate for American options, but there are some ...
Black-Scholes CalculatorTo calculate a basic Black-Scholes value for your stock options, fill in the fields below. The data and results will not be saved and do not feed the tools on this website. Remember that the actual monetary value of vested stock options is the difference between the...
Need a European-style Black-Scholes calculator to compute the value of a Put Option or Call Option? Just interested in how the calculation works? Want something just to double check a calculation? Either way, this spreadsheet will help. All of the formulas can be read (and modified if you...
The Black Scholes Calculator can: - Determine the fair market value of European Type options using the Black Scholes Option Pricing Model. - Determine the fair market value of American Type options using the Binomial Model. - Calculate option sensitiv
Analyze your next option with this Black-Scholes calculator. This app takes the award-winning formula and allows you to analyze a call or put. Get quick and a…