Black-Scholes Calculator
Price European call and put options using the Black-Scholes option pricing model. Enter the stock price, strike price, time to expiration, risk-free rate, and volatility to calculate theoretical option values and the Greeks (Delta, Gamma, Theta, Vega).
Inputs
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Results
Call Price
$14.50
Put Price
$9.63
Call Delta
0.6596
Put Delta
-0.3404
Option Price vs Stock Price
Option Greeks
Last updated: Reviewed by the CalcMountain editorial team
Frequently Asked Questions
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