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» Black-Scholes Option Pricing Model

Initial Data

Spot price of the underlying asset

Strike price of the option

Time to maturity (days)

Risk-free interest rate (continuous compounding)

%

Volatility

%

Result

	CALL	PUT
Price
Δ (delta)
Γ (gamma)
ν (vega)
ρ (rho)
Θ (theta)
d1 =
d2 =

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