Black-Scholes Options Pricing Calculator

Stock Price (S): Current stock price

Strike Price (K): Exercise price

Time to Expiration (T):

Time until expiration (365 days)

Risk-Free Rate (r): Percentage (e.g., 5 for 5%)

Volatility (σ): Percentage (e.g., 20 for 20%)

Option Type: Call or Put

$0.00

Theoretical value

Time Value: $0.00

Delta (Δ)

Gamma (Γ)

Theta (Θ)

Vega (ν)

Rho (ρ)

d₁