Advanced Binomial Option Pricing Calculator

Advanced Binomial Option Pricing Calculator

Stock Price (S):

Strike Price (K):

Time to Maturity (years):

Volatility (σ):

Risk-Free Rate (r):

Number of Steps (n): For visualization, recommended 5-10 steps

Option Type: Call Put

Results:

Binomial Tree Visualization:

This calculator uses the Cox-Ross-Rubinstein binomial model to price options. The tree shows stock prices (black) and option prices (blue).