Black & Scholes Option Calculator Text Box: This page was created by Daniel Chai, University of Waikato Management School
The Black & Scholes model can be used to calculate European options easily and correctly. This calculator can calculate call and put option price of European style option.  The continuous dividend yield could also be taken into account when option price are calculated. The implied volatility can also be calculated with a known option price. 

The Greek letters (partial derivatives)  are the part of the result when option price are calculated. Each Greek letter measures a different dimension of the risk in an option position and the aim of a trader is to manage the Greeks so that all risks are acceptable. 

The unit of each input and result are shown beside the input box. For example, the Delta (one of the Greek letters) are measured as dollars and etc. 

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European call  European put        
Input parameters Result
Stock price (S) $ Option price (P) $
Strike price (X) $ Delta $
Years to maturity (T) Year Theta days
Risk free rate (R) % Gamma $
Volatility (V) % Vega %
Dividend yield (D) % Rho %

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