Black Scholes Calculator

The Black Scholes calculator allows you to estimate the fair value of a European put or call option using the Black-Scholes pricing model. Home»MathematicsStatisticsandAnalysisCalculators»BlackScholesCalculatorBlackScholesCalculatorYoucanusethisBlack-ScholesCalculatortodeterminethefairmarketvalue(price)ofaEuropeanputorcalloptionbasedontheBlack-Scholespricingmodel.ItalsocalculatesandplotstheGreeks–Delta,Gamma,Theta,Vega,Rho.Enteryourownvaluesintheformbelowandpressthe"Calculate"buttontoseetheresults.Black-ScholesOptionCalculatorSpotPrice(SP) StrikePrice(ST) TimetoExpiration(t) DaysMonthsYearsVolatility(v) %Risk-FreeInterestRate(r) %DividendYield(d) %ResultsOptionType: Call PutValues x VariableSymbolInputValueFromToSpotPriceSPStrikePriceSTExpiryTime(Y)tVolatility(%)vRate(%)rDiv.Yield(%)dOptionType:CallOptionyAxisSymbolResultValued1d2DeltaGammaThetaVegaRhoTheBlack-ScholesOptionPricingFormulaYoucancomparethepricesofyouroptionsbyusingtheBlack-Scholesformula. It'sawell-regardedformulathatcalculatestheoreticalvaluesofaninvestmentbasedoncurrentfinancialmetricssuchasstockprices,interestrates,expirationtime,andmore. TheBlack-Scholesformulahelpsinvestorsandlenderstodeterminethebestpossibleoptionforpricing.TheBlackScholesCalculatorusesthefollowingformulas:C=SP e-dt N(d1)-ST e-rt N(d2)P=ST e-rt N(-d2)-SP e-dt N(-d1)d1=(ln(SP/ST)+(r-d+(σ2/2)) t)/σ √td2=(ln(SP/ST)+(r-d-(σ2/2)) t)/σ √t=d1-σ √tWhere:C isthevalueofthecalloption,P isthevalueoftheputoption,N(.) isthecumulativestandardnormaldistributionfunction,SP isthecurrentstockprice(spotprice),ST isthestrikeprice(exerciseprice),e istheexponentialconstant(2.7182818),ln isthenaturallogarithm,r isthecurrentrisk-freeinterestrate(asadecimal),t isthetimetoexpirationinyears,σ istheannualizedvolatilityofthestock(asadecimal),d isthedividendyield(asadecimal).YoumayalsobeinterestedinourEPSCalculatororRSICalculatorreportthisadFacebookTwitterCurrently4.48/512345Rating:4.5/5(348votes)Top10BestCalculatorsUnitedStatesIncomeTaxCalculatorEarnedIncomeCreditCalculatorOvertimeCalculatorCarDepreciationCalculator newVADisabilityCalculatorWaterIntakeCalculator newPayRaiseCalculatorStockCalculatorRatioCalculatorAPFTCalculatorAdvertisementsreportthisadSalary&IncomeTaxCalculatorsRetirementCalculatorsMortgageCalculatorsDepreciationCalculatorsStatisticsandAnalysisCalculatorsDateandTimeCalculatorsContractorCalculatorsBudget&SavingsCalculatorsLoanCalculatorsForexCalculatorsRealFunctionCalculatorsEngineeringCalculatorsTaxCalculatorsVolumeCalculators2DShapeCalculators3DShapeCalculatorsLogisticsCalculatorsHRMCalculatorsSales&InvestmentsCalculatorsGrade&GPACalculatorsConversionCalculatorsRatioCalculatorsSports&HealthCalculatorsOtherCalculatorsreportthisad©CopyrightGoodCalculators2021.AllRightsReserved WidgetsPrivacyAboutUsJoinwithusxx