Binomial Option Pricing Calculator

  • Three popular binomial models: Cox-Ross-Rubinstein, Jarrow-Rudd, Leisen-Reimer
  • Easily calculate American or European option prices and Greeks
  • Works for stock, ETF, index, forex and futures options
  • Continuous or discrete dividends, positive or negative interest rates
  • Scenario Analysis mode, modeling combined effects of inputs on option prices and Greeks
  • Works in all versions of Excel from Excel 97 to the latest, including Excel for Mac
  • Simple navigation, easy to use even with limited Excel or finance skills

$35 one-time payment
Instant download

Frequently Asked Questions

Is it a one-time payment or monthly/recurring?
One-time payment, yours forever.

Does it work in my version of Excel?
The calculator is a standard xlsm file and works in all versions of Excel from Excel 97 to the latest, also including Office 365 and Excel for Mac. For Excel 2003 and older there is a xls version, which is also included.

Does it work in OpenOffice / LibreOffice / Apple Numbers / other spreadsheet software?
It may work in some, but unfortunately we can’t guarantee it and can’t provide support for software other than Microsoft Excel. Generally you need your software to support Excel formulas and macros.

How do I pay? Is it secure?
You can pay by credit/debit card or PayPal. All payments are processed by PayPal, but you don’t need a PayPal account to check out when paying with a card. Contact us for alternative ways to pay (wire transfer, bitcoin).

I have other questions / need more information.
Please contact us.

$35 one-time payment
Instant download

Related Calculators – Often Bought Together

Black-Scholes Calculator – Calculates option prices and Greeks using the Black-Scholes model, the other of the two main option pricing methods besides binomial models.