Options Pricing — offline, minimal inputs
Black–Scholes + Greeks
Inputs
Option Type
Call
Put
Days to Expiry (DTE)
Calendar days. T = DTE/365.
Underlying Price S
Strike K
Volatility σ (%)
Annualized. If empty and Price is set, implied σ is solved.
Risk-free r (%)
Annual continuously-compounded approx.
Dividend q (%)
Set to 0 if none.
Market Option Price (optional)
Output Precision (decimals)
Compute
Results