Calculators - Black & Scholes Calculator

Futures Calculator

Spot Price

Risk-Free Rate (%)

Maturity (years)

Dividend Yield (%)

Futures Price

0.0000

Vanilla Options Calculator

Spot Price

Strike Price

Maturity (years)

Risk-Free Rate (%)

Volatility (%)

Dividend Yield (%)

Call Option

0.0000

Put Option

0.0000

Index Options Calculator

Spot Price

Strike Price

Maturity (years)

Risk-Free Rate (%)

Volatility (%)

Dividend Yield (%)

Call Option

0.0000

Put Option

0.0000

Currency Options Calculator

Spot Price

Strike Price

Maturity (years)

Risk-Free Rate (%)

Volatility (%)

Foreign Currency Rate (%)

Call Option

0.0000

Put Option

0.0000

Options with Discrete Dividends Calculator

Spot Price

Strike Price

Maturity (years)

Risk-Free Rate (%)

Volatility (%)

Dividend Amount

Years to Dividend

Call Option

0.0000

Put Option

0.0000

American Options Calculator

Spot Price

Strike Price

Maturity (years)

Risk-Free Rate (%)

Volatility (%)

Dividend Amount

Years to Dividend

American Call

0.0000

American Put

0.0000

Futures/Forward Options Calculator

Spot Price

Strike Price

Maturity (years)

Risk-Free Rate (%)

Volatility (%)

Dividend Yield (%)

Call Option

0.0000

Put Option

0.0000

Swap Calculator

Notional Amount

Maturity (years)

Payment Frequency

Yield Curve Input

Years

Rate (%)

Fixed Rate

0.0000%

📝 Calculations:

Swaption Calculator

Principal Amount

Fixed Rate (%)

Volatility (%)

Time to Maturity (T)

Swap Length (years)

Payment Frequency (m)

Compounding

Swaption Type

Yield Curve Rate (%):

Swaption Value

0.0000

Credit Default Swap Calculator

Notional Amount

Risk-Free Rate (%)

Recovery Rate (%)

Maturity (years)

Payment Interval

Compounding

Default Probability (Flat)

CDS Spread (s)

0.0000

Binary CDS Spread (s*)

0.0000

📝 Calculations:

Gap Options Calculator

Underlying Price (S)

Payoff Strike (x₁)

Moneyness Strike (x₂)

Interest Rate (%)

Dividend Yield (%)

Maturity (years)

Volatility (%)

Gap Call Option Price

0.0000

Gap Put Option Price

0.0000

Binary Options Calculator

Underlying Price (S)

Strike Price (K)

Cash Payoff (Q)

Risk-Free Rate (%)

Maturity (years)

Volatility (%)

Cash Call

0.0000

Cash Put

0.0000

Asset Call

0.0000

Asset Put

0.0000

Chooser Options Calculator

Spot Price (S)

Strike Price (K)

Option Maturity (T₂)

Choice Time (T1)

Risk-Free Rate (%)

Volatility (%)

Dividend Yield (%)

Long Chooser Price

0.0000

Short Chooser Price

0.0000

Straddle Calculator

Spot Price

Strike Price

Maturity (years)

Risk-Free Rate (%)

Volatility (%)

Long Straddle Price

0.0000

Short Straddle Price

0.0000

Forward Start Options Calculator

Spot Price

Strike Price

Maturity (T₂-T1)

Risk-Free Rate (%)

Volatility (%)

Dividend Yield (%)

Forward Start Call Option

0.0000

Forward Start Put Option

0.0000

Futures Calculator

Futures Price

📝 Calculations:

Vanilla Options Calculator

Call Option

Put Option

📝 Calculations:

Call Greeks

Put Greeks

📝 Greeks Calculations:

Index Options Calculator

Call Option

Put Option

📝 Calculations:

Call Greeks

Put Greeks

📝 Greeks Calculations:

Currency Options Calculator

Call Option

Put Option

📝 Calculations:

Call Greeks

Put Greeks

📝 Greeks Calculations:

Options with Discrete Dividends Calculator

Call Option

Put Option

📝 Calculations:

Call Greeks

Put Greeks

📝 Greeks Calculations:

American Options Calculator

American Call

American Put

📝 Calculations:

Call Greeks

Put Greeks

📝 Greeks Calculations:

Futures/Forward Options Calculator

Call Option

Put Option

📝 Calculations:

Call Greeks

Put Greeks

📝 Greeks Calculations:

Swap Calculator

Yield Curve Input

Fixed Rate

📝 Calculations:

Swaption Calculator

Interest Rates

Swaption Value

📝 Calculations:

Credit Default Swap Calculator

Default Probability (Flat)

Default Probabilities by Year

CDS Spread (s)

Binary CDS Spread (s*)

📝 Calculations:

Gap Options Calculator

Gap Call Option Price

Gap Put Option Price

📝 Calculations:

Gap Call Greeks

Gap Put Greeks

📝 Greeks Calculations:

Binary Options Calculator

Cash Call

Cash Put

Asset Call

Asset Put

📝 Calculations:

Cash Options Greeks

Cash Call Greeks

Cash Put Greeks

Asset Options Greeks

Asset Call Greeks

Asset Put Greeks

Cash Call Payoff

Cash Put Payoff