CalculatorsBlack-Scholes Calculator Black-Scholes Option Pricer Stock Price (S): Strike Price (K): Time to Expiration (T, in years): Volatility (σ, e.g., 0.2 for 20%): Risk-Free Rate (r, e.g., 0.05 for 5%): Calculate Option Prices Call Option Price: – Put Option Price: – Option Greeks Greek Call Value Put Value Delta (Δ) – – Gamma (Γ) – – Theta (Θ) (per day) – – Vega (ν) (per 1% vol change) – – Rho (ρ) (per 1% rate change) – –