Pricing

Black-Scholes Model

By Ryan Silk & Lawrence Polatchek · Reviewed April 2026 · Options Trading Glossary

Mathematical model for options pricing

What is Black-Scholes Model?

Black-Scholes Model The foundational mathematical model for pricing European-style options. Inputs include stock price, strike, time to expiration, risk-free rate, and volatility.

Complete Definition

The foundational mathematical model for pricing European-style options. Inputs include stock price, strike, time to expiration, risk-free rate, and volatility.

Related Terms

Implied Volatility Greeks European Option

Written by

ApexVol Research Team

Quantitative options research

All calculations use live ORATS institutional data — the same source used by professional volatility desks.

Technical reviewer

Ryan Silk, ApexVol Founder

Reviewed for technical accuracy

10+ years trading options. Built ApexVol's pricing engine, Greeks model, and IV-rank methodology.

This guide is updated as market conditions and ORATS data change. Last revised 2026-05-12. How we research →

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