BLACK SCHOLES OPTION PRICING Dynamic Chart

Inputs Dynamic Chart of Black Scholes Option Pricing

$100.00
Option Type: 1=Call, 0=Put 1 1
$80.00
Standard Dev - Annual (s) 90% 9
$60.00

Option Price
Riskfree Rate - Annual (R) 6.0% 6
$40.00
Exercise Price (E) $100.00 100
$20.00
Time To Maturity - Yrs (T) 0.40 4
$0.00
$0.00 $50.00 $100.00 $150.00 $200.00
Stock Price Now
Dynamic Chart Outputs
Stock Price Now (Ps) $0.01 $20.00 $40.00 $60.00 $80.00 $100.00 $120.00
Option Price $0.00 $0.02 $0.88 $4.66 $12.30 $23.40 $37.16
Intrinsic Value

d1 -15.815 -2.493 -1.279 -0.568 -0.064 0.327 0.647

d2 -16.386 -3.064 -1.849 -1.138 -0.634 -0.243 0.076
N(d1) 0.000 0.006 0.101 0.285 0.475 0.628 0.741
N(d2) 0.000 0.001 0.032 0.127 0.263 0.404 0.530
Call Price (Vc) $0.00 $0.02 $0.88 $4.66 $12.30 $23.40 $37.16

-d1 15.815 2.493 1.279 0.568 0.064 -0.327 -0.647

-d2 16.386 3.064 1.849 1.138 0.634 0.243 -0.076
N(-d1) 1.000 0.994 0.899 0.715 0.525 0.372 0.259
N(-d2) 1.000 0.999 0.968 0.873 0.737 0.596 0.470
Put Price (Pp) $97.61 $77.64 $58.50 $42.28 $29.92 $21.02 $14.78
 Call
Scholes Option Pricing

$100.00 $150.00 $200.00

k Price Now

$140.00 $160.00 $180.00 $200.00 $0.01 $100.00 $200.00

$52.82 $69.81 $87.71 $106.24
$0.00 $0.00 $100.00

0.917 1.151 1.358 1.542 -15.815 0.327 1.542

0.347 0.581 0.787 0.972 -16.386 -0.243 0.972
0.820 0.875 0.913 0.939 0.000 0.628 0.939
0.636 0.719 0.784 0.834 0.000 0.404 0.834
$52.82 $69.81 $87.71 $106.24

-0.917 -1.151 -1.358 -1.542 15.815 -0.327 -1.542

-0.347 -0.581 -0.787 -0.972 16.386 0.243 -0.972
0.180 0.125 0.087 0.061 1.000 0.372 0.061
0.364 0.281 0.216 0.166 1.000 0.596 0.166
$10.44 $7.43 $5.34 $3.87 $97.61 $21.02 $3.87