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:$1.43 Option Type:CallPutValues xVariableSymbolInput ValueFromTo ...
In such cases it is more accurate to use binomial models than Black-Scholes (see Binomial Option Pricing Calculator). Does it work for options in my country? Yes. The model does not depend on a particular country or currency. Since 2013, the calculator has been used by customers all over...
Black-Scholes CalculatorTo calculate a basic Black-Scholes value for your stock options, fill in the fields below. The data and results will not be saved and do not feed the tools on this website. Remember that the actual monetary value of vested stock options is the difference between the...
Use the Black-Scholes Calculator to determine the value of a European put or call option based on theBlack-Scholes option pricing model. The calculator also computes theGreeks: Delta, Gamma, Theta, Vega, Rho. Black-Scholes Calculator Stock Price ($): ...
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 Black Scholes calculator uses to Black-Scholes option pricing method to help you calculate the fair value of a call or put option.
Graphical Black and Shcoles calculator for visualizing different sensetives of vanila call and put options, stradle and butterfly as a function of underlying price and time to maturity Shows the following sensetives: Price of call, put, stradle and butterfly Delta of call, put, stradle and...
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…
See my Historical Volatility Calculator. Use a forecasting method such as GARCH. Implied Volatility By using the Black-Scholes equation in reverse, traders can calculate what's known as implied volatility. That is, by entering in the market price of the option and all other known parameters, ...