R is a statistical software used in analysis of varied data amounts of data. AmericanCallOpt,one of the packages in R Library, is an essential tool in Finance. It is used for pricing different types of American options. Under normal circumstances, handling such financial computations involves complex models and formulas likes Black-Scholes. With R, only execution of appropriate commands is necessary. To start using AmericanCallOPt, one needs to download it from CRAN and then loads it into R. In this study, we focus on computing the prices of American call currency option, American call option using binomial approximation and American call perpetual option. By varying the strike prices and keeping the other factors (time, volatility, risk free interest, spot price and dividend yield), we also sought to find the relationship between strike prices and prices of various American Call options. After computation of the various prices, we had a graphical analysis of the strike prices against the various call prices. Through this study, we were able to concur with the underlying reality that the prices of American call option prices decreases with increase in strike prices. This is explained by the fact that call prices decline with intrinsic value of the option. By carrying out the study, we hope to help financial students and analysts appreciate the use of R in the highly revolutionised financial field.