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.
Theoretical Value
$0.00
Delta–per $1 spot
Gamma–delta per $1
Vega–per 1 vol pt
Theta–per day
Rho–per 1% rate
Value Across Spot
European exercise, continuous compounding, flat vol. A model, not a market.