# Options Pricing: Black-Scholes Model

Since the option value whether put or call is increasing in this parameter, it can be inverted to produce a " volatility surface " that is then used to calibrate other models, e. The Black-Scholes model makes certain assumptions: They can be obtained by differentiation of the Black—Scholes formula. The good news is that many of these calculations are boiled down into the Greeks delta, vega, etc. TP does the heavy lifting on the math and the viewer can sit back and benefit.

## Black-Scholes Formula

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