Use the Black-Scholes Calculator to determine the value of a European put or call option based on the Black-Scholes option pricing model. The calculator also computes the Greeks: Delta, Gamma, Theta, Vega, Rho.
The calculator does not include dividend yield.
See formulas used by the calculator.
Related Articles
Option Pricing Simulator
Options - Understanding Calls and Puts
Selling Short - Profit From the Downside
Stock Return Calculator