As a quick recap, American-style options are options that can be workout at the strike price anytime before or on the designated day of expiration. European-style options, on the other hand, are options that can only be exercised at the time of expiration.
All other things being identical, American-style stock options tend to cost more than matching European-style options for the same supply. The cause for this is that an American-style option gives its holder more opening to use the option and, thus, a holder pays more for that privilege.
almost all exchange traded stock options, such as those handed out for companies like Microsoft and Sony, are American-style options. Interestingly enough, economic index options can be issued as either American- or European-style options. For demonstration, S&P 100 Index options are traded as American-style options, while the Nasdaq 100 Index options are traded as European-style options.
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Know more about stock option here on Google Finance.