Options pricing calculator
Black-Scholes theoretical value and Greeks with every input editable — test what-if scenarios on volatility, time, and price.
European-style Black-Scholes-Merton model with continuous dividend yield. Theoretical values — market prices will differ.
Theoretical value
$1.67intrinsic $0.00 · time $1.67
| Delta | 0.3152 | per $1 move in the underlying |
| Gamma | 0.04131 | delta change per $1 move |
| Theta | -0.0546 | per calendar day |
| Vega | 0.1019 | per 1 pt of IV |
| Rho | 0.0245 | per 1 pt of rates |