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Black-Scholes Calculator
Price a European option using the Black-Scholes model and view all five Greeks: delta, gamma, theta, vega, and rho. Separates intrinsic and extrinsic value.
Theoretical Price
$1.1895
Intrinsic Value
$0
Extrinsic Value
$1.1895
Delta (Δ)
0.2784
Gamma (Γ)
0.046837
Theta (Θ)
-0.0438
Vega (ν)
0.0962
Rho (ρ)
0.0219