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 $$ C(S,t) = SN(d_1) - E e^{-r(T-t)} N(d_2) $$ and a put option $$ P(S,t) = E e^{-r(T-t)} N(-d_2) -S N(-d_1) $$ where $$ d_1 = \frac{1}{\sigma\sqrt{T-t}} \bigg[ \ln\bigg(\frac{S}{E}\bigg) + \bigg( r + \frac{\sigma^2}{2} \bigg)\bigg], $$ $$ d_2=d_1-\sigma\sqrt{T-t} $$ and $N(\cdot)$ is the cumulative distribution function of the standard normal distribution.
Spot Price $(S_t=9.735$ 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 $(\sigma=0.4$ 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 $(\sigma=0.4$ is $40\%)$:
Results will appear here.