# Black-Scholes Options Solver — Solve Put, Call and Volatility

> Black-Scholes options pricing and volatility solver with sensitivity analysis. (iPhone/iPad app by Squiggly Shark LLC.)

- Source: https://appshunter.io/ios/app/black-scholes-options-solver/id1330420771 (this page in markdown: same URL + `.md`)
- Developer: [Squiggly Shark LLC](https://appshunter.io/developer/1123398549)
- Category: Finance, Business
- Price: Free
- Rating: 3.00/5 from 5 App Store ratings · 1 written reviews indexed
- Age rating: 4+
- Requires: iOS 11.2 · 14 MB
- Languages: American English
- Released: 2018-01-03
- Data updated: 2026-07-04
- Monetization: free
- User reviews in markdown: https://appshunter.io/ios/app/black-scholes-options-solver/id1330420771/reviews.md

## What is Black?

Simple and effective Black-Scholes solver to help you price different stock option chains. Allows you to calculate put / call option prices given volatility or solve for volatility given a put / call option price. In addition to the standard solver, this calculator lets you test the sensitivity of your answer to the different input variables. Quickly adjust any variable in the equation to see how it affects the final answer. Simply use the provided scroll bars once entering a value to adjust (on the fly) the final answer. 

Variables which allow for sensitivity study include:

- Stock Price
- Option Strike Price
- Risk-Free Interest Rate

In addition to solving the standard Black-Scholes formula, this calculator also adjusts the solution to account for dividends (if applicable) in the underlying stock.  However, dividends can also be excluded from the calculation and set to zero if the user desires a true original Black-Scholes value. 

Standard inputs into the solver include:

- Volatility
- Call Price
- Put Price
- Current Stock Price
- Date of Option Expiration
- Stock Dividend Rate
- Risk-Free Interest Rate

Solutions from the solver include:

- Volatility Given Put Price
- Volatility Given Call Price
- Put Price Given Volatility
- Call Price Given Volatility

Slight rounding errors in the final solution may exist due to the standard approximation made to solve the cumulative normal distribution function. However, the final value with these errors matches closely to many other Black-Scholes solvers available today.

## Key features

- Black-Scholes option pricing
- Solve for implied volatility
- Sensitivity analysis
- Dividend adjustment
- On-the-fly variable adjustment
- Put and Call option calculation

## Recent user reviews (1 of 1)

All indexed reviews: https://appshunter.io/ios/app/black-scholes-options-solver/id1330420771/reviews.md

### 5/5 — Best options calculator out there!

*2018-01-04*

Best options calculator out there! Simple, easy to use, super helpful. 5 stars!

## Frequently asked questions about Black

### What is the Black-Scholes Options Solver used for?

Black-Scholes Options Solver is used to calculate the theoretical price of put and call options. It can also solve for implied volatility given an option's price and other market variables.

### Does Black-Scholes Options Solver support dividends?

Yes, Black-Scholes Options Solver adjusts its calculations to account for dividends on the underlying stock. Users can also choose to exclude dividends for a pure Black-Scholes value.

### Can I see how changes in variables affect option prices in Black-Scholes Options Solver?

Yes, the app offers a sensitivity study feature. You can quickly adjust variables like stock price, strike price, and interest rate using scroll bars to see their immediate impact on the final option price.

### What are the main inputs for Black-Scholes Options Solver?

Key inputs include volatility, call price, put price, current stock price, option expiration date, stock dividend rate, and the risk-free interest rate.

### What are the outputs from Black-Scholes Options Solver?

The solver provides outputs such as volatility given put or call price, and put or call price given volatility. It calculates these based on the standard Black-Scholes formula.

### Is Black-Scholes Options Solver available on all devices?

Based on the provided data, Black-Scholes Options Solver is supported on iPhone and iPod devices.

### How accurate is Black-Scholes Options Solver?

Slight rounding errors may exist due to approximations in solving the cumulative normal distribution function. However, the final values closely match those from many other Black-Scholes solvers.

### Does Black-Scholes Options Solver have ads?

No, Black-Scholes Options Solver does not contain advertisements, as indicated by the 'hasAds' flag being false.

## Version history (last 1 release)

### 1.0 — 2018-01-03

This app has been updated by Apple to display the Apple Watch app icon.

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All apps by Squiggly Shark LLC: https://appshunter.io/developer/1123398549

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*Data collected daily from the US App Store and indexed by [AppsHunter](https://appshunter.io/). User reviews are verbatim App Store reviews. Ratings, prices and chart positions refresh continuously; this snapshot is from 2026-07-04.*