This is a standard Black Scholes option calculator coded using javascript. Results aquired here should be used for benchmarking or just for fun! We use the Black Scholes formula for a call option C(S,t)=SN(d1)−Ee−r(T−t)N(d2) and a put option P(S,t)=Ee−r(T−t)N(−d2)−SN(−d1) where d1=1σ√T−t[ln(SE)+(r+σ22)], d2=d1−σ√T−t and N(⋅) is the cumulative distribution function of the standard normal distribution.
Spot Price (St=9.735 is $9.735):
Strike Price (or exercise price E=10 is $10):
Time left to Maturity (T−t=1 is one year):
Interest Rate (r=0.05 is 5%):
Volatility (σ=0.4 is 40%):
Strike Price (or exercise price E=10 is $10):
Time left to Maturity (T−t=1 is one year):
Interest Rate (r=0.05 is 5%):
Volatility (σ=0.4 is 40%):
Results will appear here.