Commodity Options Calculator
These presets use historical averages and are indicative. Please adjust if you have market-specific data.
Use Black-76 if you're pricing options on futures contracts. Black-Scholes is for spot-based pricing.
Typical range: 20%–40%. Use 30% if unsure.
Approximate yield of US Treasury bonds. Use 4.5% if unsure.
Optional. Use for commodities with storage benefits or carrying costs.