<< QuantLib`

m = BlackScholesModel[40, 0.08, 0.06, 0.15]

i = AmericanOption[38, 0.25, PutOption];

kf[g_, t_] := 
      Keyfigures[i, m, Method -> FiniteDifferences, 
        GridPoints -> g,  TimeSteps -> t]

result[g_, t_] := {g, t}~Join~({Value} /. kf[g, t])

values = {{100, 1000}, {200, 4000}, {800, 64000}, {1000, 
            100000}};

\(TableForm[result @@@ values, 
      TableHeadings -> {None, {"prisind.", "tidsind.", "værdi"}}]\)