Option Pricing Calculator

Estimate call and put option value, delta, gamma, and vega from market and volatility assumptions.

Black-Scholes inputs

Estimate European call and put value from price, strike, time, volatility, rates, and dividends.

Call value

$5.5482

Put value

$8.9678

Call delta

0.4568

Put delta

-0.5382

Gamma

0.022337

Vega

0.2792

Price change for one volatility point.

Call time value

$5.5482

Put time value

$3.9678

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What Black-Scholes estimates

The calculator uses the Black-Scholes framework for European-style options. It estimates theoretical call and put value from spot price, strike, time, volatility, risk-free rate, and dividend yield.

Using Greeks

Delta, gamma, and vega describe how option value may respond to changes in price and volatility. They are model estimates and should be compared with real market quotes before trading.