For K-12 Students · Black-Scholes
Black-Scholes for a startup valuation
Built for k-12 students learning it in middle or high school. Watch the idea come alive with plain-language steps and everyday examples — perfect for projects and homework. Simulate a startup valuation live below — adjust the inputs and watch it respond, right in your browser.
Black-Scholes Option PricingLive
fair value + the Greeks
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The Black-Scholes formula prices a European option from spot, strike, time, rate, and volatility. The Greeks measure sensitivity: delta to price, gamma to delta, vega to volatility, theta to time decay. Educational tool — not investment advice.
Data Inspector
Call price$8.01
Put price$6.03
Delta (call)0.580
Gamma0.0221
Vega (per 1%)0.276
Theta (per day)-0.024
Governing equation
Reading this result: Spot 100 vs strike 100 makes this call at-the-money (intrinsic value 0.00). A higher volatility σ (now 25%) and a longer time to expiry (now 0.50 yr) both raise the option's value by adding time value — more room for the underlying to finish favorably. As the option moves deeper in-the-money its delta approaches 1 and it behaves like the underlying itself.
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Frequently asked questions
- Is this good for k-12 students?
- Yes — this version of "Black-Scholes for a startup valuation" is framed for k-12 students learning it in middle or high school. Watch the idea come alive with plain-language steps and everyday examples — perfect for projects and homework.
- Do I need to install anything?
- No. It runs in any modern browser, free, with no account required.