Option Pricer

Manual Input Real World Data

Stock Price (S):
Strike Price (K):
Time to Maturity (T in years):
Risk-Free Rate (r):
Volatility (σ):
Market Price (Optional, for error analysis):
Option Type:
Model:

Tree/Time Steps (n_steps):

Simulations (n_simulations):

Max Asset Price Domain (x_max):

PDE Time Steps (n_t):

Exercise Style:

Option Pricer

Calculated Parameters:

Simulation Analytics

Historical and Forecasted Volatility

Detailed Model Comparison