Black-Scholes Option Pricing Calculator
Price European call and put options with the Black-Scholes-Merton model. Enter spot price, strike price, days to expiry, volatility, risk-free rate and dividend yield to get option prices, delta, gamma, theta, vega, rho, breakeven, intrinsic value and time value.
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Authorizations
Bearer authentication header of the form Bearer <token>, where <token> is your auth token.
Body
Spot Price ($)
x >= 0.0001Strike Price ($)
x >= 0.0001Days to Expiry
x >= 0Volatility (%)
0.01 <= x <= 1000Risk-Free Rate (%)
-100 <= x <= 100Dividend Yield (%)
0 <= x <= 100Response
Tool output
The tool's slug, echoing the {slug} in the request path.
Output-contract version for this tool.
Credits this call consumed, after any settlement refund. 0 when metering is disabled.
Credits left in the current monthly allowance, or null when metering is disabled.
Correlation id, also sent as x-request-id.