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Black Scholes Option Calculator

Use this Black Scholes option calculator to calculate the price and Greeks for a European call or put option.
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Call price
$17.544
Put price
$18.175
$
$
%
%
$
per year
Dividend yield of 0.00%
decimal places
How many decimal places do you want the results to have?
Time to maturity

This calculator can determine the time to maturity based on:

  • The number of days, months, or years until expiration or
  • A valuation and expiration date

Which method do you want to use?

OR

Results
Call option Put option
Price $17.544 $18.175
Delta 0.584 -0.416
Delta Forward 0.559 -0.399
Vega 39.016 39.016
Theta -10.513 -6.236
Theta per day -0.029 -0.017
Rho 40.812 -59.819
Lambda (Omega or Elasticity) 3.326 -2.291
Gamma 0.009 0.009

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