Black-Scholes Option Pricing Calculator
Result
Black-Scholes Option Pricing Calculator Estimate the fair value of European call and put options with the Black-Scholes model. Enter the spot price, strike price, time to expiry, risk-free rate, and volatility to get theoretical call and put prices. — free online calculator.
Formula
- Black-Scholes Option Pricing Calculator calculates its result from S, N D1, N D2, K, Rt. It uses the formula Black-Scholes: C = S·N(d1) − K·e^(−rt)·N(d2). Change any input to recalculate the result instantly.
- The main inputs are S, N D1, N D2, K, Rt. Enter them in the units and format shown in the calculator.
- Use monetary amounts, rates and time periods exactly as labeled; the result reflects the assumptions entered on this page.
- Changing any input above recalculates the result with the same calculation engine used by this page.
Example: Black-Scholes Option Pricing
- S: 2
- N D1: 11
- N D2: 12
- K: 5
- Rt: 6
Using S = 2, N D1 = 11, N D2 = 12, K = 5, Rt = 6, the calculated result is 21.8512748694.
Sample result: Calculating…
Frequently asked questions
What does the Black-Scholes Option Pricing calculate?
Black-Scholes Option Pricing Calculator Estimate the fair value of European call and put options with the Black-Scholes model. Enter the spot price, strike price, time to expiry, risk-free rate, and volatility to get theoretical call and put prices. — free online calculator.
Which values should I enter?
Enter S, N D1, N D2, K, Rt using the units and format shown beside each field.
What formula does this calculator use?
The calculator uses the following relationship: Black-Scholes: C = S·N(d1) − K·e^(−rt)·N(d2).
Why might my result differ from another source?
Results can differ when another source uses different units, rounding rules, conventions or assumptions. Compare the inputs and definitions before comparing results.
Does the result update automatically?
Yes. Changing an input updates the result using the same calculation engine shown on this page.