Black-Scholes Option Pricer

European option pricing with Greeks.

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Spot S Strike K Years T Rate r (%) Vol σ (%) Div q (%)

10.4506

Call

5.5735

Put

0.6368

Δ call

-0.3632

Δ put

0.018762

0.37524

ν per 1% vol

-0.017573

Θ call/day

0.532325

ρ call per 1%

About this tool

Price European call and put options using Black-Scholes-Merton, with delta, gamma, vega, theta and rho. Inputs: spot, strike, expiry in years, risk-free rate, volatility and dividend yield.