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Black-Scholes Call & Put Option Value Calculator

C = S·N(d1) − Ke^(−rT)·N(d2) — European option pricing.

Prices European call and put options using the Black-Scholes-Merton model from stock price, strike, risk-free rate, volatility, and time to expiry.

Dr. Helena Ortiz By Dr. Helena Ortiz
Published Last reviewed 1 min read

Inputs

Results

Enter values and click Calculate to see results.
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How to use this calculator

  1. Fill in the inputs above using the units you already have.
  2. Values update automatically as you type — no submit button needed.
  3. Hover any result row for the underlying formula and intermediate values.

Formula

d1=(ln(S/K)+(r+σ²/2)T)/(σ√T); C=S·N(d1)−Ke^(−rT)·N(d2)

In depth

Prices European call and put options using the Black-Scholes-Merton model from stock price, strike, risk-free rate, volatility, and time to expiry.