Black scholes merton price put option indexes


The Black-Scholes formula (also called Black-Scholes-Merton) was the first widely used model for option pricing. Risk-free rate:The current risk free rate of return. This value should be entered in decimal format (e.g., 4% should be entered as 0.04).Spot price:The current price of the underlying stock.Strike price:The blzck at which the option contract can be exercised.Time to maturity (days):The time (in days) until the option pice expires.Volatility:The extent to which the returns of the underlying stock will fluctuate between now and the expiration of the option contract.




Black scholes merton price put option indexes

Black scholes merton price put option indexes