Black-Scholes Calculator

Price European call and put options and compute the Greeks: delta, gamma, theta, and vega.

Option Parameters

European options only — no early exercise

Stock Price (S)

Strike Price (K)

Time to Expiry (years)

Risk-Free Rate (%)

Volatility σ (%)

Dividend Yield (%)

Call Option Price

Put Option Price

d₁ = d₂ =

The Greeks

Option Price vs Stock Price