Black Scholes Option Value
Calculates the theoretical value of a European-style option using the Black-Scholes pricing model. This is the standard model for option valuation.
Black-Scholes Inputs
The model requires:
- Current stock price
- Strike price
- Time to expiration
- Risk-free interest rate
- Implied volatility
Notes
- Standard European option pricing model
- Assumes no dividends (or dividend-adjusted inputs)
- Returns theoretical fair value
- Compare with market price for mispricing analysis
Examples
=BlackScholesOptionValue("AAPL", 170, 30, 0.05, 0.25, "Call")When to Use
Theoretical option pricing, mispricing analysis, options education
When NOT to Use
| Need market price | Use option chain functions |
| Need Greeks | opt_Delta(), opt_Gamma(), etc. |
Common Issues & FAQ
Q: Why am I getting "NA"? A: Check that:
- The symbol is valid
- You have proper data access
- Parameters are in correct format
Q: Is this function Excel-only? A: Some functions may not have API endpoints and only work in Excel.
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