Option Calculator (Black-Scholes)
Estimate European call and put prices using the Black-Scholes model.
Underlying Price
Strike Price
Time to Expiration (years)
Use decimals for partial years (e.g., 0.5 for six months).
Volatility (σ, %)
Risk-Free Rate (%)
Calculate
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Call Price:
Put Price:
d1:
d2: