The current risk free rate of return. This value should be entered in decimal format e. The current price of the underlying stock.

The price at which the option contract can be exercised. Time to maturity days: The time in days until the option contract expires. The extent to which the returns of the underlying stock will fluctuate between now and the expiration of the option contract. The following formulas are involved in the calculation of put option prices Black-Scholes formula: Price of a put option Black-Scholes formula: Standard normal distribution cumulative distribution function CDF: Value of a call option Black-Scholes formula: The following references can be used to cite this black-scholes calculator for the price of a put option: The following financial calculators are related to this black-scholes calculator for the price of a put option, and may be useful for your research: Investing and Trading Calculators.

The Financial Calculators Index now contains 70 free financial calculators! Black-Scholes Calculator for the Price of a Put Option. This calculator uses the Black-Scholes formula to compute the price of a put option, given the option's time to maturity and strike price, the volatility and spot price of the underlying stock, and the risk-free rate of return.

Options Pricing: Put/Call Parity

The Black-Scholes option-pricing model can be used to compute the price of a put option in light of current market conditions. Absolute Breadth Index ABI Calculator. Arbitrage Profit Calculator for Currency Exchanges. Arbitrage Profit Calculator for Stocks or Commodities.

Black-Scholes Calculator for the Value of a Call Option. Bond Yield to Maturity YTM Calculator. Book Value Per Share Calculator for Common Stock. Book Value Per Share Calculator for Preferred Stock.

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