The Black Scholes calculator allows you to estimate the fair value of a European put or call option using the Black-Scholes pricing model. It also calculates and plots the Greeks - Delta, Gamma, Theta, Vega, Rho
Free Stock Option Tools, Black Scholes Calculator, Free Stock Option Analysis, Financial Mathematics, Derivations, Explanations, Proofs.
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...
Instantly calculates the value of European call and put options using Black-Scholes formula. 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 exp...
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...
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…
To use the Black Scholes calculator and get the values of a call and put option, you only have to provide details of six main variables. As an example, for the given input data: Stock price $400 Strike price $350 Term of option 1 year Dividend yield 1% Volatility 20% Risk-free intere...
Yes. The calculator only uses the basic built-in Excel formulas or their combinations. Everything is freely available, nothing hidden or password protected. You are free to change any formulas and customize the calculator. Does it work for American/European options? The Black-Scholes model is in...