Black-Scholes Browser Demo

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Interactive Quant Finance Tool

Black-Scholes Browser Demo

A lightweight browser-based demo for exploring Black-Scholes option prices, Greeks, payoff profiles, and spot-price sensitivity. Use the sliders for quick exploration or the exact input boxes for precise values.

Launch full Streamlit app → Source code

Live Payoff Profile

Gross payoff is the option payoff at maturity. Net payoff subtracts the current model price.

Pricing Results

Option Price --
Delta --
Gamma --
Vega / 1% vol --
Theta / day --
Rho / 1% rate --
Moneyness S/K --
d1 --
d2 --