Black-Scholes Calculator

European option pricing with Greeks

Inputs

Spot price (S)

Strike price (K)

Time to expiration (days)

Risk-free rate (annual, %)

Volatility (annual, %)

Dividend yield (annual, %)

$0.00

Call price

$0.00

Put price

d1-

d2-

N(d1)-

N(d2)-

Delta (call / put)-

Gamma-

Vega (per 1% vol)-

Theta (call / put, per day)-

Rho (call / put, per 1% rate)-