Black-Scholes Option Calculator
Move the sliders and watch the price, the Greeks, and the value curve update live.
Inputs
Call
Put
Spot price (S)
Strike (K)
Time to expiry, years (T)
Risk-free rate (r)
Volatility (sigma)
Dividend yield (q)
Output
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Delta
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Gamma
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Vega (per 1% vol)
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Theta (per day)
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Rho (per 1% rate)
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