Black Scholes calculator online
price of Call option and Option’s delta and gamma
introduce inputs in yellow cells:
dividend yield (all cash dividends divided by spot)
excel :
Advanced Black Scholes calculator
Advanced Black-Scholes online calculator takes real market interest rate curve and can calculate American options
equity option advanced calculator
formula Black Scholes
Black Scholes formula is
$$Call=df(F_0N(d_+)-KN(d_-))$$
where $$F_0$$ is forward of the stock S at time 0 for maturity T
$$F_0=S_0e^{-qT}/df_T$$
where:
q – dividend yield
df – discount factor for time T
$$d_+=\frac{ln(F_0/K)}{\sigma\sqrt{T}}+0.5\sigma\sqrt{T}$$
$$d_-=\frac{ln(F_0/K)}{\sigma\sqrt{T}}-0.5\sigma\sqrt{T}$$