Black-Scholes Option Calculator

Calculate option prices and Greeks using the Black-Scholes model

SPOT

STRIKE

EXPIRY

VOLATILITY (%)
INTEREST (%)
DIVIDEND (%)

Gamma

0.0000

Vega

0.00

CALL

Premium

0.00

Delta

0.00

Rho

0.00

Theta

0.00

PUT

Premium

0.00

Delta

0.00

Rho

0.00

Theta

0.00