Black Scholes

European option pricer: Black–Scholes-Merton, plus the standard Greeks.

Inputs

• Spot S, strike K, risk-free rate r, dividend yield q, volatility σ, time to expiry T (years).
• Type: call or put.

Output

Price plus Δ (delta), Γ (gamma), ν (vega), Θ (theta), ρ (rho). Implied volatility is also computed by bisection if you provide a market price.