Black-Scholes
Calculator
Theoretical option price and the full set of Greeks — delta, gamma, theta, vega and rho — from spot, strike, time, volatility and rate.
Inputs
Theoretical value
European-style, no dividends. Theoretical value — real prices reflect the volatility smile and demand.
The Black-Scholes inputs
The model prices a European option from five inputs: spot, strike, time to expiry, volatility and the risk-free rate. From the same maths come the Greeks — delta (price sensitivity to spot), gamma (delta's rate of change), theta (time decay), vega (sensitivity to volatility) and rho (sensitivity to rates).
It's the standard reference price for options. Where the market price diverges from the model, that gap reflects the volatility smile, demand and (for American options) early-exercise value. Use it to sanity-check premiums and to see how the Greeks shift as you change time or volatility.
Live IV and Greeks on the chain
TradePulse shows live IV and Greeks across every strike for NSE F&O — free to start.