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This calculator uses the Black-Scholes formula to compute the value of a call option, given the option's time to maturity and strike price, the volatility.
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This is a short documentation of how to use the php-program for using the binomial method and Black-Scholes for The Binomial-tree Option Calculator.
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Barrier option calculator using trinomial Continuously compounded rates are used to be consistent with the option pricing calculators which all assume.
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Disclaimer. The Options Industry Council is providing the free web based option calculators for educational purposes only. They are offered as aides to assist.
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This Agreement governs your right to use the IB Options Calculator and other software provided by Interactive Brokers LLC for downloading. Please read it carefully.
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