I have developed parallel code that allows binomial-tree based option price valuations to be performed in parallel. A BSP algorithm has been designed that allows for the efficient calculation of such valuations based on the binomial tree model (NOTE: no connection to the same named tree used in binomial heaps). The current code works for the multiplicative binomial-tree model. An extension to general additive binomial-tree model has also been developed and made available. A research paper that describes the underlying BSP algorithm and the experiments performed on the PC cluster is available in my Publications link. merican and European-style call and put stock option valuations have been developed and tested. The code is portable enough to allow for other extensions (such as barrier options etc). The code can be made to run both under BSPlib and MPI (LAM-MPI). Sequential code (used for timing p=1 execution time in the experiments and also verify the correctness of the calculations of the parallel code) has also been made available. All code is written in ANSI C.