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Black-Scholes Options Calculator

Price European call and put options using the Black-Scholes model. Get option price, Delta, Gamma, Vega, Theta, and Rho instantly.

Input Parameters

Spot Price (S)

Strike Price (K)

Time to Expiry (years)

Risk-Free Rate (%)

Volatility / Sigma (%)

Call Price

Put Price

Option Greeks

Delta (Call)

Delta (Put)

Gamma

Vega

Theta (Call)

Theta (Put)

Rho (Call)

About This Calculator

The Black-Scholes model prices European-style options assuming log-normal asset prices, constant volatility, and no dividends. The formula uses five inputs: spot price (S), strike price (K), time to expiry (T), risk-free rate (r), and volatility (sigma). Greeks measure option sensitivity to these parameters.