American Option Value
Option price or error message
Syntax
=mxls.AmericanOptionValue(stockPrice, strikePrice, optionType, expiryDate, [riskFreeRate], [dividendYield], [volatility], [steps])Parameters
stockPricenumberRequired
strikePricenumberRequired
optionTypestringRequired
expiryDateanyRequired
riskFreeRatenumber
dividendYieldnumber
volatilitynumber
stepsnumber
Related Formulas
More MarketXLS Options formulas you can use in the same worksheet:
- Average Vol/OI Ratio
- Average Volume (Options)
- Bachelier Option Value
- Black Scholes Option Value
- Black Scholes Option Value With User Inputs
- Black76Option Value
- Call Historical Vol/OI
- Ex-Earnings Implied Volatility 1 Year
See AmericanOptionValue used in a complete workbook: Black Scholes Excel: Build a Live Option Pricing Model and Greeks Calculator (2026)
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