---
title: "Black-Scholes Option Pricing Calculator | MCC Solutions"
description: "Enter spot price, strike, time, rate and volatility to get call and put values and the Greeks under Black-Scholes. Free and private."
url: "https://mcc-solutionsnj.com/bookkeeping/black-scholes-option-calculator"
---

Paid calculator

# Black-Scholes option calculator

Price a European call and put and see delta, gamma, vega and theta. Useful for valuing employee or founder options and for learning how options behave.

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Paid calculator

## Black-Scholes option calculator

Buy this calculator on its own for $9, one time. No membership needed. It runs in your browser and nothing you enter is sent to us or saved. Read how it works and the questions below first.

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How it works

## How it works

The Black-Scholes model values a **European option** from the current price, strike, time to expiry, risk-free rate and volatility, with no dividends. d1 = [ln(S/K) + (r + vol^2/2) x t] / (vol x sqrt t), d2 = d1 - vol x sqrt t, and call = S x N(d1) - K x e^(-rt) x N(d2). Real options can be priced differently, so this is an estimate.

FAQ

## About this calculator

**Does this give investment advice?**

No. It is a textbook model for general information and learning. It is not a recommendation to buy or sell anything.

**What does it leave out?**

Dividends, early exercise on American options and real-world pricing frictions. Volatility is also an estimate.

**What is delta?**

How much the option value moves for a $1 move in the asset, roughly. Gamma is how fast delta changes.

**Is anything saved?**

No. The math runs in your browser and nothing you enter is sent to us.

**Is this tax or financial advice?**

No. It is a calculator for general information. Check the numbers against your own records, and ask an accountant before you act on them.

Related: [compound interest calculator](/bookkeeping/compound-interest-calculator), [cagr calculator](/bookkeeping/cagr-calculator). See [all free tools](/free-tools). More free tools: [Profit margin and markup calculator](/bookkeeping/profit-margin-and-markup-calculator), [1099 deadline calculator](/bookkeeping/1099-deadline-calculator), [Overtime deduction calculator](/bookkeeping/overtime-deduction-calculator), or [see all free tools](/free-tools).

Free

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General information, not tax or legal advice. [How we write and check our tools](/editorial-standards).

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