Black-Scholes Option Pricing Calculator

Calculate European call and put option theoretical prices using Black-Scholes model

Underlying spot price

Strike price

Time to expiry (years)

Continuously compounded risk-free rate (%)

Annualized volatility (%)

European call model value

10.4506

European put model value

5.5735

This is a scenario using only your assumptions, not a forecast or recommendation. Enter rates, fees, prices, and contract terms that apply to you.

Black–Scholes for a non-dividend-paying European option. It is not a market-price forecast and excludes early exercise, dividends, costs, volatility smile, and liquidity.