Binomial Option Pricer

Stock Parameters

Ticker display only

Stock Price (S₀) $

Div. Yield (q) %

Option Parameters

Strike Price (K) $

Time to Exp. (T) years

Option Type

Exercise Style

Model Parameters

Risk-Free Rate (r) %

Volatility (σ) %

Steps (N) accuracy vs speed

Implied Volatility

Solve for Implied Vol from Market Price

Model Price
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Black-Scholes EU

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European benchmark

Intrinsic Value

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Max(K-S,0)

EE Premium

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Delta (Δ)

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Configure parameters and run the pricer

Greeks computed via central finite differences

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Convergence analysis across N values

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Option value vs underlying stock price

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Greeks as a function of stock price

Enable IV mode and run the pricer