# Option Pricing

Price a single European equity option with the Black-Scholes model, surface Delta / Gamma / Vega / Theta / Rho per share and at the position level, sweep payoff and P&L across spot at expiry, and stress the call price across a 7x7 grid of spot and volatility.

- Canonical: https://finamodel.com/templates/option-pricing
- Download (.xlsx): https://finamodel.com/templates/option-pricing.xlsx
- Category: Capital Markets
- Model type: Valuation
- Difficulty: Advanced
- Audiences: Investors & analysts, Bankers & advisors
- Tags: options, black-scholes, greeks, derivatives, valuation

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