How can I make my Binomial Option Pricing, work for lists of variables, not just single variables?

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Misha 2014-4-7

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https://ww2.mathworks.cn/matlabcentral/answers/124796-how-can-i-make-my-binomial-option-pricing-work-for-lists-of-variables-not-just-single-variables

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% S: spot price

% K: exercice price

% r: interest rate

% sig: volatility

% T: time to maturity

% N: number of steps in binomial tree

R    = exp(r*(T/N));
Rinv = 1.0/R;
u = exp(sig*sqrt(T/N));
d = 1/u;
p_up   = (R-d)/(u-d);
p_down = 1-p_up;
prices    = zeros(N+1);
prices(1) = S*(d^N);
uu = u*u;
for i=2:N+1
    prices(i) = uu*prices(i-1);
end
call_values = max(0, (prices-K));
for step=N:-1:1
    for i=1:N+1
        call_values(i) = (p_up*call_values(i+1)+p_down*call_values(i))*Rinv;
        prices(i) = d*prices(i+1);
        call_values(i) = max(call_values(i),prices(i)-K);
    end
end
CallPrice=call_values(1);