Black-Scholes Option Pricing Calculator













Formula

The Black-Scholes formulas for call and put options are:

Call Option Price: \( C = S_0 e^{-qt} N(d_1) - X e^{-rt} N(d_2) \)

Put Option Price: \( P = X e^{-rt} N(-d_2) - S_0 e^{-qt} N(-d_1) \)

where:

Description

The Black-Scholes model is used to determine the fair price of an option. It takes into account the current stock price, the option's strike price, time to maturity, risk-free rate, dividend yield, and volatility.

Example Calculation

Let's assume the following:

For this example, the call option price is $65.67 and the put option price is $9.30.