Calculate option prices interactively in seconds with our free, web-based Black-Scholes pricing calculator, tailored for finance students and professors. Price European and exotic options, futures, swaptions and CDS. Try it free now:
Get a clear, stage-by-stage breakdown of the Black-Scholes model—from volatility inputs to Greeks—in your browser.
Compute Delta, Gamma, Vega, Theta and Rho in just a few clicks, with concise mathematical explanations for each Greek.
Visualize option payoffs and breakeven points by adjusting strike, underlying price, volatility and time parameters.
Access clear Black-Scholes theory—assumptions, derivations and real-world applications—to reinforce your learning.
Use our Black-Scholes calculators to accurately price futures, European & American options, index & currency options, interest rate swaps and exotic derivatives. Each tool offers step-by-step walkthroughs, formula breakdowns and contextual explanations—ideal for finance students and professors.
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Dive into detailed tutorials on futures, European & American options and exotic products. Learn payoff structures, derive and apply the Black-Scholes equation, and explore real-world model assumptions and limitations. Perfect for both beginners and advanced finance students.
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