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<!doctype html>
<html lang="en">
<head>
<meta charset="UTF-8">
<title>Simple Black-Scholes Calculator. Easily calculate the theoretical price of a vanilla call or put option.</title>
<meta name="description" content="A simple Black-Scholes calculator">
<meta name="keywords" content="Black Scholes, Black-Scholes, Black Scholes calculators, options pricing, option price, call option, put option, vanilla option, european option, american option">
<link rel="stylesheet" href="bootstrap.min.css">
<link rel="stylesheet" href="style.css">
</head>
<body>
<!--[if IE]>
<div class="chromeframe">Sorry, this website does not support Internet Explorer. Please use a <a href="http://browsehappy.com/">different browser</a> or <a href="http://www.google.com/chromeframe/?redirect=true">activate Google Chrome Frame</a> to improve your experience.</div>
<![endif]-->
<div class="container">
<form class="form-horizontal" id="mainForm">
<h1>Black-Scholes Calculator</h1>
<p>A straightforward Black-Scholes calculator that also gives you the intermediate steps like d<sub>1</sub>, d<sub>2</sub>, and the cumulative normal distribution values.</p>
<h2>Created by <a href="https://billmei.net" target="_blank">Bill Mei</a></h2>
<hr>
<div class="control-group">
<label class="control-label">Option Flavour</label>
<div class="controls">
<label class="radio">
<input type="radio" name="optionFlavours" id="european" value="european" checked>
European
</label>
<label class="radio">
<input type="radio" name="optionFlavours" id="american" value="american" disabled>
<span class="coming-soon">American</span> Coming soon
</label>
</div>
</div>
<div class="control-group">
<label for="type" class="control-label">Option Type</label>
<div class="controls">
<label class="radio">
<input type="radio" name="optionTypes" id="call" value="call" checked>
Call
</label>
<label class="radio">
<input type="radio" name="optionTypes" id="put" value="put">
Put
</label>
<!-- <label class="radio">
<input type="radio" name="optionTypes" id="both" value="both">
Both
</label> -->
</div>
</div>
<div class="control-group">
<label for="strike" class="control-label">Strike Price</label>
<div class="controls input-prepend">
<span class="add-on">$</span>
<input type="text" id="strike" name="strike" placeholder="0.00" class="content-pended">
</div>
</div>
<div class="control-group">
<label for="priceunderlying" class="control-label">Price of Underlying</label>
<div class="controls input-prepend">
<span class="add-on">$</span>
<input type="text" id="priceunderlying" name="priceunderlying" placeholder="0.00" class="content-pended">
</div>
</div>
<div class="control-group">
<label for="expiretime" class="control-label">Time to Expiration</label>
<div class="controls">
<input type="text" id="expiretime" name="expiretime" placeholder="number of days" title="E.g. 1 year = 365 days">
</div>
</div>
<div class="control-group">
<label for="volatility" class="control-label">Volatility of Underlying</label>
<div class="controls input-append">
<input type="text" id="volatility" name="volatility" class="content-pended align-right" placeholder="standard deviation" title="Enter the percent, not the raw number.">
<span class="add-on">%</span>
</div>
</div>
<div class="control-group">
<label for="dividend" class="control-label">Dividend Yield</label>
<div class="controls input-append">
<input type="text" id="dividend" name="dividend" class="content-pended align-right" placeholder="enter 0 if no dividend" title="Enter the percent, not the raw number.">
<span class="add-on">%</span>
</div>
</div>
<div class="control-group">
<label for="riskfree" class="control-label">Risk-Free Interest Rate</label>
<div class="controls input-append">
<input type="text" id="riskfree" name="riskfree" class="content-pended align-right" placeholder="0" title="Enter the percent, not the raw number.">
<span class="add-on">%</span>
</div>
</div>
<div class="form-actions">
<a href="javascript:void(0);" class="btn btn-primary" id="calculate">Calculate</a>
<a href="javascript:void(0);" class="btn" id="reset">Reset Form</a>
</div>
</form>
<div id="output"></div>
<div class="row">
<p class="disclaimer">This tool is created for academic purposes, please don't make investment decisions based on the information provided here.</p>
<p class="disclaimer">Only a fool would actually trade based on the Black-Scholes formula.</p>
</div>
</div>
<script src="//ajax.googleapis.com/ajax/libs/jquery/1.9.1/jquery.min.js"></script>
<script>window.jQuery || document.write('<script src="jquery-1.9.1.min.js"><\/script>')</script>
<script type="text/javascript" src="bootstrap.min.js"></script>
<script type="text/javascript" src="jstat-0.1.0.min.js"></script>
<script type="text/javascript" src="main.js"></script>
<script async src="https://www.googletagmanager.com/gtag/js?id=G-MDXLY4NGC1"></script>
<script>
window.dataLayer = window.dataLayer || [];
function gtag(){dataLayer.push(arguments);}
gtag('js', new Date());
gtag('config', 'G-MDXLY4NGC1');
</script>
</body>
</html>