# Black Pricing

Here we define the [log strike](../../glossary.md#log-strike) `k` as

\begin{equation}
  k = \log{\frac{K}{F_\tau}}
\end{equation}

where $K$ is the strike price and $F_\tau$ is the forward price of the underlying asset at time to maturity $\tau$.


::: quantflow.options.bs.black_price

::: quantflow.options.bs.black_call

::: quantflow.options.bs.black_vega

::: quantflow.options.bs.BlackSensitivities

::: quantflow.options.bs.implied_black_volatility

::: quantflow.options.bs.ImpliedVols

::: quantflow.options.bs.ImpliedVol
