Calculate the value of an American or European put/call with Volatility at N periods in R.
See the Python code
You can graph the binomial tree with the library(fOptions)
valor=BinomialTreeOption(TypeFlag="ce",S=S,X=K,Time=time,r=0.05,b=0,sigma=o,n=N,title="binomial model")
BinomialTreePlot(valor)