[adament]

Yes but it is used as a function for transforming vanilla option prices into a more natural unit: their implied volatility rather than their dollar price. Option traders think of option prices in terms of the implied volatility not the dollar price of an option. So in that sense Black-Scholes is used in the pricing of almost all vanilla options on stock-like things. Even though the price from a market maker usually comes out of a more complex model that (attempts to) ensures the quoted prices are free of arbitrage in the cross-section of strikes and across maturities. Usually some form of either stochastic volatility, local volity or LSV(local stochastic volatility) model.