Give them time and see if they end up red. It is very unusual for a pepper to remain black into maturity. The only exception I can think of from the top of my head is Pimenta da Neyde.
There are cayenne-types that go through a black stage, but it could also be "suntan". I've grown a fair few cayenne-types that are prone to it. Is the whole pod turning black or just the sides that face the sun?