Black-Scholes Option Pricer

BlackScholes.org

The Black-Scholes formula provides a theoretical estimate of the price of European-style options. It is derived from the Black–Scholes equation, a partial differential equation that prices options by continuously buying and selling the underlying asset to perfectly hedge the option contract, thereby eliminating option risk. To learn more about the Black-Scholes model, you can read the original paper:

The Pricing of Options and Corporate Liabilities

Option pricer

Browse and price options on US stocks