Option Pricing Calculator

Compare European (Black-Scholes) and American (Binomial Tree) option prices side-by-side. Calculate the Greeks and see the early exercise premium for American options.

Input Parameters

Spot Price (S)

Strike Price (K)

Time to Expiry (Years)

Risk-Free Rate (%)

Volatility (% σ)

Dividend Yield (%)

Binomial Tree Steps

Max: 10,000 steps