Options are financial tools to protect investors from stock market unpredictability. The Black–Scholes method, developed in 1973, uses math equations to price options. This study explores using a different math approach called Stratonovich calculus to derive the same Black–Scholes equation. The researchers found that regardless of the math method used, the Black–Scholes equation remains the same. They also highlighted the complexities involved in the Black–Scholes option pricing method.