Black-Scholes Calculator
The Black-Scholes model prices European call and put options based on five inputs: spot price, strike price, time to expiry, risk-free rate, and volatility. Drag the sliders below to see how each parameter affects option prices and Greeks in real time.
Parameters
$100
$100
1.00 yr
5.0%
20%
Call Price
$11.91
Put Price
$7.03
Option Price vs. Underlying
Greeks
| Greek | Call | Put |
|---|---|---|
| Delta | 0.6701 | -0.3299 |
| Gamma | 0.0188 | 0.0188 |
| Theta | -0.0178 | -0.0048 |
| Vega | 0.3752 | 0.3752 |
| Rho | 0.5510 | -0.4002 |