Black-Scholes Options Calculator

The Black-Scholes formula is the industry-standard pricing model for European-style options on equities. Enter spot price, strike, time to expiration, implied volatility, risk-free rate, and dividend yield, and the calculator returns the option price plus eight Greeks: delta, gamma, theta, vega, rho, vanna, and charm.

Greeks are returned as raw per-share values. Theta is expressed per year — divide by 365 for the per-calendar-day decay commonly cited by retail platforms. Vega is for a 1.00 move in the IV decimal (100 vol points) — divide by 100 for a single-vol-point move. The same pricing engine powers every live analytics view on the platform.

For advanced models including Heston stochastic volatility, SABR, Local Volatility, Jump-Diffusion, and Monte Carlo simulation, use the full pricing calculator.