Black-Scholes Calculator

Current Stock Price ($)

The current market price of the underlying stock

Strike Price ($)

The price at which the option can be exercised

Time to Maturity (years)

Time remaining until option expiration (e.g., 0.25 for 3 months)

Risk-Free Rate (%)

Annual risk-free interest rate (e.g., 0.05 for 5%)

Volatility (%)

Annual volatility of the underlying stock (e.g., 0.20 for 20%)

Option Type

Call OptionPut Option

Call: Right to buy, Put: Right to sell