Option Pricing Calculator
Option Category:
American
European
Bermudan
Option Type:
Call
Put
Underlying Price:
Strike Price:
Volatility (e.g., 0.20 for 20%):
Tenure (in years):
Risk-Free Interest Rate (e.g., 0.05 for 5%):
Number of Time Steps:
Exercise Timespans (comma-separated decimals, e.g., 2.1,4.0):
Exercise Strike Prices (comma-separated decimals, e.g., 100,105):
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