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Option Pricing Calculator — Free Online Calculator
Option Pricing solves C = S₀N(d₁) − Ke^(−rt)N(d₂) — C = call option price, S₀ = current stock price, K = strike price, r = risk-free rate, t = time to expiry, N() = cumulative normal distribution. Enter your known values and the calculator solves for the rest instantly. It runs entirely in your browser, so nothing you enter is uploaded to a server. Free to use, with no signup and no watermark.
How to use Option Pricing
- Enter your known values in the fields.
- The result updates instantly as you type.
- Copy or note down the result.
Frequently asked questions
- What formula does Option Pricing use?
- C = S₀N(d₁) − Ke^(−rt)N(d₂) — C = call option price, S₀ = current stock price, K = strike price, r = risk-free rate, t = time to expiry, N() = cumulative normal distribution.
- Can I use it on my phone?
- Yes. The layout adapts to small screens and behaves the same on mobile as on desktop.
- Is my input saved anywhere?
- No. Values stay in your browser and are gone as soon as you close the tab.
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