Black-Scholes-Merton Calculator

Black-Scholes-Merton Option Calculator

The Black-Scholes Calculator is based on Merton’s expansion of the original Black-Scholes option pricing model, so it can calculate option prices with dividend yield. You can see more details here:

Black-Scholes Calculator (Dividend Yield Included)

You can find the assumptions behind both Black and Scholes’ and Merton’s version of the model explained in chapter 2 and the (very little) differences in formulas explained in chapter 9 of the Instructions and Notes PDF for the calculator.

Black-Scholes and Merton’s Papers

Here you can see more details about the original papers by Black+Scholes and Merton that introduced the model to the world in 1973:

Black-Scholes Calculator

Here you can see more information about functions and features of the Black-Scholes Calculator.


Related pages


skewness statisticrules of multiplying square rootsinverse volatilityhow to calculate rate of return in excelblack scholes with dividend calculatoroption pricing model excelintrinsic value of call optionhow to calculate coefficient of variation in excelcalculating annual returnhow to calculate standard deviation on a calculatorcalculating population mean from sample meancalculate median excelexpiration calendarvolatility as an asset classwhat is a macro hedge fundcost of common equity capital calculatorblack scholes calculator excelskewness valuesyahoo finance download csvhow to divide big numbers without a calculatorgreek calculatorstrangle positionschedule 13fratio put spreadcfe vix futurescall option strike pricehow to calculate volatility for black scholesweighted average return formulahow to calculate averages in exceljohn c hull solutionshow to trade macdcboe options quotescalculate smapercentile calculator standard deviation meanmethods of measuring skewnessblack scholes vega formulaleveraged inverse vix etfpayoff of call optionoptions iron butterflywacc preferred stockcboe vix chartvix trading strategiesskewness calculatorblack scholes methodd1 black scholesblack scholes option pricingimplied volatility excelarbitrage fund meaningcomputational formula for the sample varianceexponential moving average formula excelreal time vixweighted average accounting formulacompute weighted average cost of capitalhedge arbitragenormsdist formulawacc calculation formulaadvantages and disadvantages of mean mode and medianvix historical pricesstock price volatility calculationbear call spread strategyrho optionshow to calculate population mean from sample meanwhat are the components of wacchow to solve standard deviation on calculatorput straddlewhat are option greeksn d1 calculatoroptions delta gamma theta vega rhooptions breakeven calculatormeaning of option contractblack scholes gammawww.proshares.commultiples of medianoptions futures and other derivatives solutions manualmean and variance calculatorkurtosis normal distributionis berkshire hathaway a hedge fundhow to calculate historical volatilityhow to calculate implied volatilityvix white paperblack scholes equationmacd divergence strategy