Binomial Option Calculator

Input variables, Input values, Output, Result, Scaled Value. Underlying price: Option value: Strike price: Delta: Maturity: Gamma: Interest rate (%):  Binomial-treeOptionCalculator               AmericanstyleEuropeanStyle CallOptionPutOption CRRCRR++CRR++RECRR2CRR2++CRR2++REJRJR++JR++RETIANTIAN++TIAN++RETRGLRLRRETRI   Printinputdataintheplots. Inputvariables Inputvalues Output Result ScaledValue Underlyingprice: Optionvalue: Strikeprice: Delta: Maturity: Gamma: Interestrate(%): Vega: Volatility(%): Rho: Numberofsteps: Theta: Simulatedprice: ImpliedVola: Probabilitytoreach In-The-Money   Probabilityin%: Daystomaturity: Graphics:             Plottheavistapricetokeeptheoptionvalueconstant.Ortheavista priceasfunctionofthenumberofbinomialsteps.Remark!The Leisen-Reimermethod(LR)ismadeforoddstepcalculationsonly!.            I Ifyouhaveadditionalsuggestionsyouwouldliketoseeonthispageplease [email protected].