Black-Scholes Option Calculator

Calculate theoretical call and put option prices with all five Greeks for risk analysis.

Option Parameters

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Results

Call Option Price
Put Option Price
d1
d2

Option Greeks

Black-Scholes Formula

C = S·e^(-q·T)·N(d1) − K·e^(-r·T)·N(d2) [Call] P = K·e^(-r·T)·N(−d2) − S·e^(-q·T)·N(−d1) [Put] d1 = [ln(S/K) + (r−q+σ²/2)·T] / (σ·√T) d2 = d1 − σ·√T

Frequently Asked Questions

IV is the market's forecast of future price movement, derived from current option prices. Find it on options chains through TD Direct Investing, Questrade, or Barchart. The VIX index measures S&P 500 IV. Typical IV ranges: 15–25% for large stable stocks, 40–80%+ for biotech or speculative stocks.
Assumes constant volatility (real IV is not constant — 'volatility smile' exists), log-normal returns (real returns have fat tails), European-style exercise only, and continuous trading. For American options (early exercise), Binomial tree models are more appropriate.
⚠️ Options are complex instruments with significant risk. Educational purposes only. Not financial advice.