Vanilla Option Models
Black-Scholes Pricing Calculator
Use the internal Black-Scholes engine to price European options and inspect core sensitivity outputs directly inside QuantModels.ai.
Model Overview
Black-Scholes remains the canonical closed-form framework for vanilla European options and a dependable baseline for pricing, calibration checks, and risk intuition.
Black-Scholes Inputs
Call price
9.4134
Put price
6.4579
Delta
0.5987