American Option Calculator

This is a standard Black Scholes American option calculator coded using javascript. Results aquired here should be used for benchmarking or just for fun! The values are found using a stable numerical finite difference solver, results should be accurate as displayed for reasonable parameter sets (certainly more accurate than other online calculators) but there is no bug checking so they can't be relied upon.

Spot Price $(S_t=9.735$ is $ \$ 9.735 )$:
Strike Price $($or exercise price $E=10$ is $ \$ 10 )$:
Time left to Maturity $(T-t=1$ is one year$)$:
Interest Rate $( r=0.05$ is $5 \% )$:
Dividend Rate $( r=0.05$ is $5 \% )$:
Volatility $(\sigma=0.4$ is $40\%)$:

Results will appear here.