Interactive • Companion to my BUS 367 option pricing analysis

Option Pricer

A live Black–Scholes calculator. Set the inputs and the model reprices continuously — European option value, the full set of greeks, and how value behaves across spot.


Option Type

Theoretical Value

$0.00

Deltaper $1 spot
Gammadelta per $1
Vegaper 1 vol pt
Thetaper day
Rhoper 1% rate

Value Across Spot

European exercise, continuous compounding, flat vol. A model, not a market.