Option Binomial Tree

Interactive Cox-Ross-Rubinstein valuation with call/put switching and early-exercise highlighting.

Inputs

Option type

Spot price (S)

Strike price (K)

Maturity, years (T)

Interest rate (r %)

Dividend yield (q %)

Volatility (sigma %)

Time steps

Tree values

Time step

Discount factor

American option

European binomial option

Black-Scholes European option

Node formulas

Click any tree node to see the stock and option-value formulas for that node.