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Options Pricing Playground
Explore how Black-Scholes option prices and Greeks respond to changes in spot price, strike, volatility, time, and interest rates - all in real time.
Parameters
100
10300
100
10300
1.00 yr
0.01 yr3 yr
0.05
00.15
0.20
0.011
Call Price
11.91
Put Price
7.03
d₁
0.3500
d₂
0.1500
Want to see the full Greeks breakdown?
Black-Scholes Formula
C = S·N(d₁) - K·e-rT·N(d₂)
P = K·e-rT·N(-d₂) - S·N(-d₁)
d₁ = [ln(S/K) + (r + σ²/2)T] / (σ√T)
d₂ = d₁ - σ√T