In this paper, we will analyze comparison of two option pricing models to protect value of exchange rates when high
volatility condition. According to economists, We compare Black-Scholes and Trinomial model for predicting future value for a
contract. We used Average Mean Square Error to find the best model. The results are known that Trinomial model is better used
in a period of one month,with error 0.37% for call and put. For two months, Trinomial model have best error than Black-Scholes,
it have 0.53% for call and put. For three month Black-Scholes model is better used, where this model gets an error value of less
than 0.68% for call and put than Trinomial Model.