I'm not in finance, but my impression from reading literature from those who are is that no one uses vanilla B–S for pricing options. One reason is the volatility smile: https://en.wikipedia.org/wiki/Volatility_smile.
But nobody prices options while assuming all the good old innocent assumptions underlying the original derivation of the formula. That, indeed, can be seen from the fact that different vols will be quoted for different strikes at the same expiry.