Black–Scholes Option Calculator

Price European call/put and compute Greeks for equities, ETFs and many financial instruments.

Option Parameters

Option type

Spot price (S)

Strike price (K)

Volatility (σ) — annual %

Risk-free rate (r) — annual %

Dividend yield (q) — annual %

Use dates for expiry

Current date

Expiry date

Or time to expiry (years)

Option Price (Call)

—

Time to expiry (years)

—

Implied inputs

σ shown as annual %, r & q in %

Delta

—

Gamma

—

Vega (per 1% vol)

—

Theta (per day)

—

Rho (per 1% rate)

—

d₁ / d₂

—

Tip: For short maturities, enter dates for better accuracy. Greeks shown in conventional units (vega/rho per 1% change, theta per day).