Binomial Option Pricing Calculator

Price American and European options using the Cox-Ross-Rubinstein binomial tree model. Supports early exercise feature for American options, dividends, and produces delta, gamma, and theta from the binomial lattice.

Principal ($)
Annual Rate (%)
Years
Compounding / Year
$ Finance Disclaimer: These calculators are for educational and illustrative purposes only. Results do not constitute financial advice. Consult a licensed financial advisor before making investment or borrowing decisions.
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How It Works

Price American and European options using the Cox-Ross-Rubinstein binomial tree model. Supports early exercise feature for American options, dividends, and produces delta, gamma, and theta from the binomial lattice

Each component has a specific meaning:

  • Cox-Ross-Rubinstein binomial tree model — The cox-ross-rubinstein binomial tree model recorded for the scenario being assessed.

Note: Interpret the binomial tree result against the thresholds and context described above.

How to Use

Enter the Cox-Ross-Rubinstein binomial tree model for the scenario you are assessing. Price American and European options using the Cox-Ross-Rubinstein binomial tree model. Supports early exercise feature for American options, dividends, and produces delta, gamma, and theta from the binomial lattice. Use the binomial tree result to inform your calculation.

Frequently Asked Questions