The Black-Scholes calculator allows to calculate the premium and greeks of a European option.
It also acts as an Implied Volatility calculator: if you enter a Premium, the Implied Volatility will appear in the Volatility field.
Call | Put | |
---|---|---|
Premium | ||
Delta | 0 | 0 |
Gamma | 0 | 0 |
Vega | 0 | 0 |
Theta | 0 | 0 |
Rho | 0 | 0 |