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Option price calculator (Black and Scholes)

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Our Black-Scholes option price calculator allows you to estimate the fair value of European-style put or call options using the Black-Scholes pricing model as well as its sensitivity measures commonly referred to as 'Greeks'. This tool enables you to gain a comprehensive understanding of the option's pricing dynamics.

  Parameters of the option

Call option
Put option
 
 
¤
¤
%
%
 
 

      Calculation results

    Option price
     
    Days to option expiry
     
    Delta
     
    Gamma
     
    Theta
     
    Vega
     
    Rho
     

    Important: The calculators provided on this site are intended for informational purposes only. The author cannot be held liable for their accuracy or reliability.