Graphically explore the Black-Scholes-Merton Option Pricing Model
Visualize option price & gradient surfaces
You are now following this Submission
- You will see updates in your followed content feed
- You may receive emails, depending on your communication preferences
This is a simple graphical utility that enables you to price an option or option-combination contract (such a butterfly spread) using the Black-Scholes-Merton model and visualize the contract price and its gradient as a function of time to expiration and price of the underlying.
This app is meant to demonstrate building GUIs using the MATLAB Class System.
To launch the app, run blsOptionPricer.m
Cite As
Ameya Deoras (2026). Graphically explore the Black-Scholes-Merton Option Pricing Model (https://www.mathworks.com/matlabcentral/fileexchange/37767-graphically-explore-the-black-scholes-merton-option-pricing-model), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.1.0.1 (41 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
