Monte Carlo Binary Option Simulator
S₀ (initial price)
70000
K (strike)
70200
σ (volatility)
0.0030
T (expiry, sec)
300
λ (jump intensity)
1.5
σ
J
(jump vol)
0.0010
N (paths)
2000
Run Simulation
Price Paths (sample: 20 paths each model)
Binary Option Price: P(S
T
> K) over time