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BlackScholes Calculator

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)Eer(Tt)N(d2) and a put option P(S,t)=Eer(Tt)N(d2)SN(d1) where d1=1σTt[ln(SE)+(r+σ22)], d2=d1σTt 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 (Tt=1 is one year):
Interest Rate (r=0.05 is 5%):
Volatility (σ=0.4 is 40%):

Results will appear here.