Mathematical formula used to analyze the value of options contracts. Developed by Fischer Black and Myron Scholes, this model takes into account the underlying stock's price and volatility, the option's strike price and expiration date, interest rates, and dividends. The Vision Web site's options analysis tool shows the Black-Scholes valuations of options.

A model used to calculate the value of an option, by considering the stock price, strike price and expiration date, risk-free return, and the standard deviation of the stock's return.

A model developed to estimate the market value of option contracts.

A model for pricing call options based on arbitrage arguments. Uses the stock price, the exercise price, the risk-free interest rate, the time to expiration, and the expected standard deviation of the stock return

An option-pricing model developed by Fischer Black and Myron Scholes. It is commonly used in pricing of an option. It factors in current asset price, strike price, time until expiration, any dividends, implied volatility of the underlying asset, and interest rate levels.

Bargain purchase price option Barrier options

A model developed to value options that incorporates factors such as the volatility of a security, return, level of interest rates, strike price, stock price, and the time remaining until the option's expiration date.

The Black-Scholes Option Pricing Model is an analytical tool that investors may use to determine the value of options contracts. The model, which was developed by Fischer Black and Myron Scholes, integrates the following variables: 1) the volatility of a security's return, 2) the level of interest rates, 3) the relationship of the underlying stock's price to the strike price of the option, and 4) the time remaining until the option expires.