For American option pricing, a sequence of linear complementarity problems (LCPs) is discretized using the suitable space and time discretizations. The resulting system of LCPs at each time step is solved through the policy iteration in the step-by-step pattern. In this talk, we try to get all the solutions simultaneously by using the policy iteration for an “all-at-once” form of LCP and the parallel-in-time implementation of policy iteration will be described in details. Our proposed method is general in solving the all-at-once form of LCP arising from the option pricing with many styles of optimal stopping and complex underlying asset models. Numerical examples are presented to confirm the feasibility of the proposed method and some robust convergence behaviors are also found.