BSM Grapher

Black-Scholes-Merton Option Pricing Model

An Online Graphing Tool

This tool allows the user to plot in two or three dimensions the predicted price for European Options as predicted by the Black-Scholes-Merton equations.

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Input Values

Config Inputs

Option TypeCallPut

Plot Type2D3D

X Axis

Y Axis

Model Inputs

Days to Expiry

Stock Price

Risk- Free Rate (%)

Strike Price min

Strike Price max

Strike Price res

Volatility (%) min

Volatility (%) max

Volatility (%) res

debug

Plot

Explanation & Equations

Reference: John C. Hull - Options, Futures, and Other Derivatives