This video breaks down the mathematics behind the Black Scholes options pricing formula.
The Pricing of Options and Corporate Liabilities:
https://www.cs.princeton.edu/courses/archive/fall09/cos323/papers/black_scholes73.pdf
Excel Model
https://docs.google.com/spreadsheets/d/13r0C-ruwBv8orA_yEbEiyFDlgrYjRmrS/edit?usp=sharing&ouid=109762342446452973013&rtpof=true&sd=true
3b1b Normal Distribution Video
https://www.youtube.com/watch?v=cy8r7WSuT1I
Note: Be sure to download the sheet in Excel, as not all formulas will populate in Google Drive.