Black-Scholes Option Pricing Calculator
Get theoretical call and put prices plus the Greeks (delta, gamma, vega, and more)
Enter the underlying price, strike price, days to expiration, risk-free rate, and volatility, and the standard Black-Scholes model returns theoretical prices for European calls and puts along with delta, gamma, vega, theta, and rho. It's built for retail traders learning options or sanity-checking the risk on an open position, and every calculation runs instantly in your browser with no inputs sent to a server.
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🔒 Everything runs 100% in your browser. Your files and input are never uploaded to any server.
How to use
- Enter the underlying price (S) and the strike price (K)
- Enter days to expiration, the risk-free rate (%), and volatility σ (%)
- Theoretical call and put prices appear automatically alongside a table of delta, gamma, vega, theta, and rho
- Use the copy button to save the full set of results as text
FAQ
- Is it accurate for dividend-paying stocks?
- This calculator uses the standard Black-Scholes formula for European options with no dividends. For names with sizable dividends, the output can drift from actual market prices.
- Why are vega and rho such small numbers?
- Vega is scaled to the price change from a 1-percentage-point move in volatility, and rho to a 1-percentage-point move in interest rates, so both typically come out small.
- Can I use it for American options?
- Black-Scholes is built for European options and doesn't account for early exercise, so results may differ somewhat from the fair value of an American option.