BSM Calculator

Black-Scholes-Merton (BSM) Calculator Overview

The Black-Scholes-Merton (BSM) Calculator estimates the theoretical prices of European-style options.

Key Features:

• Inputs:
  • Current Stock Price (S)
  • Strike Price (K)
  • Time to Expiration (T) (in years)
  • Risk-Free Interest Rate (r)
  • Volatility (σ) (annualized %)
• Outputs:
  • Call Option Price
  • Put Option Price
  • Greeks (optional):
  • Delta, Gamma, Theta, Vega, Rho

Usage:

1. Click on “Calculator“ to access the tool.
2. Enter the required inputs.
3. Click “Calculate” to get the option prices and Greeks.
4. Review the results to inform your trading decisions.