Options Pricing Calculator

Calculate option prices using Black-Scholes model with Greeks analysis

About Options Pricing

Black-Scholes Model

  • • Assumes log-normal stock price distribution
  • • No transaction costs or taxes
  • • Continuous trading
  • • Constant volatility and interest rates

Risk Management

  • • Monitor Greeks for risk exposure
  • • Consider implied vs historical volatility
  • • Understand time decay effects
  • • Diversify option strategies