Black-Scholes Option Pricing Calculator
Price a European call or put with the Black-Scholes model from spot, strike, time, volatility and rate β with delta, intrinsic and time value.
Result
Enter values to see the result.
How to use the Black-Scholes Option Pricing Calculator
- 1Enter your Spot price (in USD).
- 2Enter your Strike price (in USD).
- 3Enter your Days to expiry.
- 4Enter your Volatility (annual) (in %).
- 5Enter your Risk-free rate (in %).
- 6The result and full breakdown update instantly β no signup, no waiting, and your numbers never leave your browser.
About the Black-Scholes Option Pricing Calculator
Price a European call or put with the Black-Scholes model from spot, strike, time, volatility and rate β with delta, intrinsic and time value. It's a free tool in our trading calculators collection on TheCryptoTools, runs entirely in your browser, and works on mobile. If you found it useful, try Crypto Profit Calculator, Crypto DCA Calculator and Position Size Calculator.
Frequently asked questions
οΌWhat is the Black-Scholes model?
A formula for the fair price of a European option based on spot price, strike, time to expiry, volatility and the risk-free rate. It's the foundation of modern options pricing.
οΌWhat is delta?
Delta is how much the option price moves per $1 move in the underlying. A call delta of 0.5 means the option gains about $0.50 when spot rises $1.
οΌWhy does my exchange price differ?
Real markets add a volatility skew, supply/demand and (for crypto) funding and settlement quirks. Black-Scholes gives a clean theoretical baseline.
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For educational purposes only. Black-Scholes Option Pricing Calculator results are estimates, not financial advice.