A new option KCORR for calculating the eigenvalue keff of fission reactor arrangements has been implemented in the MCNP Monte Carlo code. This option is based on a matrix method and has the additional feature of applying correlated sampling methods to investigate small reactivity effects that are very likely lost in the statistical uncertainties of two independent program runs with the old option KCODE. For verification of the new program option, calculations of the reactivity worths of the control rod and the safety rod of the FOEHN reactor and the reactivity effects of various components in the reflector pool of the FOEHN reactor were performed with both KCODE and KCORR and compared with measured data. The efficiency of MCNP in calculating reactivity changes by using KCORR is improved not only by means of lower statistical uncertainties but also by reduction of computing time.