Black-Scholes Options Pricing
Input Parameters
Results
Enter parameters and click calculate to see results
About Black-Scholes Model
Model Assumptions
- Constant risk-free rate
- Constant volatility
- No dividends
- European-style exercise
- No transaction costs
Greeks Explained
- Delta: Change in option price per $1 change in stock price
- Gamma: Change in delta per $1 change in stock price
- Theta: Change in option price per day (time decay)
- Vega: Change in option price per 1% change in volatility