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Black-Scholes Model

Mathematical model for options pricing

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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.

Taught in Volcademy

A free course in order, with questions you answer on the live market. See every module

ApexVol Terminal

Options analytics, live.

Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.

  • Live chains and Greeks
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  • Expected move and GEX
  • Screener and strategy P&L
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By Ryan Silk & Lawrence Polatchek Last reviewed . Methodology is published in full.

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