Options Pricing Calculator
Calculate theoretical option prices and Greeks using the Black-Scholes model. Results are for educational purposes and are not recommendations.
The Greeks
Delta (Δ)
0.5520
Gamma (Γ)
0.0554
Theta (Θ)
-0.0548
Vega (ν)
0.1138
Rho (ρ)
0.0420
Intrinsic Value
$0.00Time Value
$4.0568An illustration using the figures you entered, for education only — not financial, investment or tax advice. Real returns depend on prices, fees and tax at the time.
Black-Scholes Formula (Call)
C = S · N(d₁) − K · e^(−rT) · N(d₂)Current price of the underlying asset
Strike (exercise) price of the option
Time to expiration in years
Risk-free interest rate (annualised)
Cumulative standard normal distribution function
[ln(S/K) + (r + σ²/2)T] / (σ√T)
d₁ − σ√T
Implied volatility of the underlying asset
Questions
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