Black-Scholes Example

Examples of Using the Black-Scholes Option Pricing Model

You can find examples of particular options priced by the Black-Scholes model in the user guide that comes with the Black-Scholes Calculator.

It includes examples of:

• Calculating an option's price given the inputs.
• Calculating option Greeks (also given the inputs).
• Calculating implied volatility given an option's price and the other inputs).
• Simulating the effect of individual inputs on option prices or individual Greeks.

Here you can see more information about the calculator and the user guide.