# How to value a Call Option with Python

3 min readFeb 22, 2023

The value of a call option on a stock is based on several factors, including the current stock price, the exercise price of the option, the time remaining until expiration, the expected volatility of the stock, and the risk-free interest rate.

One common way to calculate the value of a call option is to use the Black-Scholes option pricing model, which provides an estimate of the fair value of the…