About the Black-Scholes Options Pricing Model
The Black-Scholes model is a mathematical framework for pricing European-style options. It calculates the theoretical value of options based on factors like current stock price, strike price, time to expiration, risk-free rate, and volatility. This calculator provides instant, accurate pricing for both call and put options using the renowned Black-Scholes formula.
Key Features of Our Options Calculator:
- Real-time options pricing calculations - Get instant results as you adjust parameters
- Support for both call and put options - Calculate prices for any option type
- Professional-grade Black-Scholes implementation - Industry-standard mathematical accuracy
- Free to use with no registration required - Start calculating immediately
- Mobile-friendly responsive design - Use on any device, anywhere
How to Use the Options Pricer:
- Select whether you want to price a call option or put option
- Enter the current stock price (spot price)
- Input the strike price of the option
- Set the time to expiry in years (e.g., 0.25 for 3 months)
- Enter the risk-free interest rate as a decimal
- Input the volatility of the underlying asset
- View the calculated option price instantly