Black-Scholes model price calculator for both calls and puts. Select your ticker, strike price, and expiration to get an instant theoretical price with full Greeks analysis.

How It Works

This calculator uses the Black-Scholes pricing model with live market data — real-time implied volatility from the options chain and the current 3-month Treasury bill rate as the risk-free rate. Adjust any input to see how changes in price, volatility, or time affect the theoretical value and Greeks (Delta, Gamma, Theta, Vega).

Use it alongside our maximum pain and GEX analysis tools to build a complete picture of dealer positioning and price levels before entering a trade.