Graphically explore the Black-Scholes-Merton Option Pricing Model

Visualize option price & gradient surfaces
Updated 1 Sep 2016

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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 (2024). Graphically explore the Black-Scholes-Merton Option Pricing Model (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2012b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes

Updated license

Updated to include an App file for R2012b.