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Black-Scholes Options Pricer

Price European call and put options using Black-Scholes with all five Greeks calculated.

Alex ThorntonVerified

CFA, CMT — Chartered Financial Analyst & Chartered Market Technician

Former institutional trader with 15 years experience across equities, forex and derivatives. Now focused on financial education.

Spot Price (S)

Strike Price (K)

Days to Expiry

days

Implied Volatility (% p.a.)

Risk-Free Rate (% p.a.)

Dividend Yield (% p.a.)

Enter values above to see your result

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The Black-Scholes model (1973) prices European options. Five Greeks measure sensitivity to each input variable.

C = S·e^(−qT)·N(d₁) − K·e^(−rT)·N(d₂)   |   d₁ = [ln(S/K) + (r−q+σ²/2)T] / σ√T

Where

SCurrent stock price

KStrike price

TTime to expiry (years)

σImplied volatility

rRisk-free rate

N(·)Cumulative normal distribution

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