Black-Scholes Option Price Calculator (Beta Version):
ENTER INPUT			RESULTS
Stock Price			Call Price			Put
Strike Price			Call Delta			Put Delta
Volatility*			Call Gamma			Put Gamma
Interest Rate*			Call Vega			Put Vega
Time To Exp*			Call Theta			Put Theta
			Call Rho			Put Rho
*e.g. Enter 0.25 for 25%, or 0.5 for half a year.
	Black-Scholes Call Option Pricing Table
	Stock	Price Today	Price Half Way To Exp	Price at Expiration
Key:
Delta	First derivative with respect to Stock Price
Gamma	Second derivative with respect to Stock Price
Vega	First derivative with respect to Volatility
Theta	First derivative with respect to Time to Expiration
Rho	First derivative with respect to Interest Rate
Disclaimer: Absolutely no guarantees about any data, software, applications or anything else presented on this website are made. The site has been minimally tested. No one makes any representation about the suitability, reliability, availability, timeliness or accuracy of the information, software, products, services or related graphics contained on this site for any purpose. All such information, software, products, services and related graphics are provided “as is” without warranty of any kind. I hereby disclaim all warranties and conditions with regard to this information, software, products, services, and related graphics, including all implied warranties of merchantibility, fitness for a particular purpose, title and non-infringement. IN NO EVENT SHALL I BE LIABLE FOR ANY DIRECT, INDIRECT, PUNITIVE, INCIDENTAL, SPECIAL, OR CONSEQUENTIAL DAMAGES OR ANY DAMAGES WHATSOEVER INCLUDING, WITHOUT LIMITATION, DAMAGES FOR LOSS OF USE, DATA OR PROFITS, ARISING OUT OF OR IN ANY WAY CONNECTED WITH THE USE OR PERFORMANCE OF THE WEBSITE, WITH THE DELAY OR INABILITY TO USE THE WEBSITE OR RELATED SERVICES, THE PROVISION OF OR FAILURE TO PROVIDE SERVICES, OR FOR ANY INFORMATION, SOFTWARE, PRODUCTS, SERVICES AND RELATED GRAPHICS OBTAINED THROUGH THE WEBSITE, OR OTHERWISE ARISING OUT OF THE USE OF THE WEBSITE, WHETHER BASED ON CONTRACT, TORT, NEGLIGENCE, STRICT LIABILITY OR OTHERWISE, EVEN IF I HAVE BEEN ADVISED OF THE POSSIBILITY OF DAMAGES. Because some states/jurisdictions do not allow the exclusion or limitation of liability for consequential or incidental damages, the above limitation may not apply to you. If you are dissatisfied with any aspect of the website, your sole and exclusive remedy is to discontinue using the website.