Black-Scholes Calculator

Inputs

European exercise, no dividends. Greeks are per share — multiply by 100 for one contract.

Theoretical value

Call
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Put
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The Greeks

Greek Call Put
Delta / $1 — —
Prob. ITM / N(d₂) — —
Gamma / $1 — same
Theta / day — —
Vega / 1% IV — same
Rho / 1% rate — —

A theoretical mid-price under the model's assumptions — not a live quote. Real prices move with dividends, the volatility smile and the bid-ask spread.

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