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fin.options-premium Calculator
Calculates call and put option prices using the Black-Scholes model from spot price, strike, time to expiry, volatility, and risk-free rate. Black-Scholes assumes constant volatility and no dividends — the model is a benchmark, not a perfect price, and the volatility smile reflects its limitations.
Inputs
Stock Price
Current price per share. Used in P/E ratios, options pricing, and market cap calculations.
Strike
The price at which an option can be exercised. Call options profit when the market price exceeds the strike; put options profit when it falls below.
Vol
Annualised standard deviation of returns, as a decimal (e.g. 0.2 for 20%). Higher volatility increases option value. Implied vol is derived from market prices.
Days
Reference formula or conversion factor shown for context.
Results
call option price
Value of the right (not obligation) to BUY the underlying at the strike price. Valuable when market price exceeds strike. Loses value as expiration approaches with no movement (time decay).
put option price
Value of the right (not obligation) to SELL the underlying at the strike price. Valuable when market price falls below strike. Used for hedging or speculation on price declines.
moneyness
Sample size or count used in the calculation.
intrinsic value (call)
The computed numeric or monetary value.
time value (call)
The computed numeric or monetary value.
Black-Scholes (simplified N)
Theoretical option fair value under the Black-Scholes model (assumes constant volatility, no dividends). Market prices may differ due to volatility skew and real-world frictions.