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...
This calculator uses the Black-Scholes formula to compute the value of a call 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 is useful for computing...
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:$1.43 Option Type:CallPutValues xVariableSymbolInput ValueFromTo ...
The present Black-Scholes calculator allows you instantly to calculate the value of European call and put options. The calculator uses the stock's current share price, the option strike price, time to expiration, risk-free interest rate, and volatility to derive the value of these options. It...
Black-Scholes Calculator Stock Price ($): 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 Option Pricing Formula Spot Strike Expiry Volatility (%) Interest (%) Dividend Calculate Call Option PremiumPut Option PremiumCall Option DeltaPut Option DeltaOption Gamma 00000 Call Option ThetaPut Option ThetaCall Option RhoPut Option RhoOption Vega...
The Black-Scholes Calculator uses the expanded version of the model (Merton, 1973) that can price options on securities that pay a dividend. The calculation assumes that the underlying security pays a continuous dividend at the rate you set as entry parameter. Entering Dividend Yield as Parameter...