Put Price (other side)
$5.57
Black-Scholes Option Calculator
Price European call and put options using the Black-Scholes model.
Call Option Price
$10.45
Intrinsic Value
$0.00
Time Value
$10.45
How to use the Black-Scholes Option Calculator
The Black-Scholes Option Calculator is free and runs entirely in your browser — no sign-up, and nothing you enter leaves your device. It opens pre-filled with a realistic example, so you can see how it works before replacing any figure with your own; the results update as you type. Press Calculate to refresh the result panel, or Reset to return to the example.
The inputs it asks for:
- Stock Price (S) — a dollar amount.
- Strike Price (K) — a dollar amount.
- Time to Expiration (Years) — a number.
- Risk-Free Rate — a percentage (enter 6 for 6%).
- Volatility (σ) — a percentage (enter 6 for 6%).
- Option Type — choose one — Call, Put.
Worked example
Using the example values — Stock Price (S) $100.00, Strike Price (K) $100.00, Time to Expiration (Years) 1, Risk-Free Rate 5%, Volatility (σ) 20%, Option Type Call — the Black-Scholes Option Calculator returns a Call Option Price of $10.45. It also reports Put Price (other side) ($5.57), Intrinsic Value ($0.00), Time Value ($10.45).
Prefer your own numbers? Change any field above and this recomputes instantly.