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Asset Brief
Asset Brief
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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
Put price
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?


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

Asset Brief is an independent publisher focused on helping you improve your financial decisions. Some of the products featured may be from our partners. This does not influence our reviews, which are based on many hours of research.