This program calculates aspects of a European put or call based on the standard Black-Scholes Model. At the top of the input table you can select whether you want to calculate the option price and greeks or the implied volatility.
Click Here for greek definitions.
| Price | N/A | ||
| Delta | N/A | Theta | N/A |
| Gamma | N/A | Rho | N/A |
| Vega | N/A | Psi | N/A |
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