Black-Scholes Option Price Calculator







Price
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Spot Price
The current price of the underlying.
Strike Price
The price at which the option can be exercised.
Interest Rate
The current risk free interest rate with the same term as the option's remaining time to expiration. It should be expressed as a continuous per anum rate.
Dividend Yield
The current dividend yield of the underlying. It may be zero. Should be expressed in same terms as the interest rate.
Volatility
The annual volatility of the underlying
Expiration Date
The date the option expires

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