Option Premium Calculator – Black-Scholes Pricing and Greeks

Enter the stock price, strike, days to expiration, implied volatility, interest rate and dividend yield to get a theoretical price for a call or put using the Black-Scholes model.

The calculator also shows the five Greeks: delta (price sensitivity), gamma (how delta changes), theta (time decay), vega (volatility sensitivity) and rho (interest rate sensitivity). Theoretical prices can differ from market prices, especially for American-style options and around dividends.

Results are educational estimates from standard formulas, not investment advice. Live prices, fees and your broker's rules can change the outcome.