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Black-Scholes Option Price Calculator

Option Price Calculator to calculate theoretical price of an option based on Black Scholes Option pricing formula:

Spot Price  
Strike Price  
Volatility %  
Risk Free Rate % p.a.  
Time To Expiry Days  
Call Option Put Option
Option Price
Delta
Gamma
Vega
Theta
Rho


 

What is Option delta, gamma, vega,...?
Learn about Option Greeks