Option Trading Workbook 2.1
Spreadsheet to calculate the fair value and greeks for call and put options.
Option pricing spreadsheet that calculates the theoretical price and all of the Option Greeks for European Call and Put options. The spreadsheet also allows the user to enter up to 10 option legs for option strategy combination pricing.
Software Specs
Publisher:............ Option Trading Tips
License:............... Freeware
File size:.............. 54 KB
Downloads:.........
Release date:...... 25 Jul 2005
Last update:........ 11 Dec 2013
Language:............ English
Publisher review for Option Trading Workbook 2.1:
Review by: Option Trading Tips
Free option pricing spreadsheet. Uses Black and Scholes to calculate the theoretical price and option greek derivatives of call and put options. Includes a strategy simulation worksheet, which enables a user to enter up to 10 option legs that will be used as a single option combination. This combination will then be graphed to show the expected profit and loss at the expiration date as well as the combined option greeks for the strategy. The Black and Scholes code that is used for this spreadsheet is fully disclosed and available for editing using the Visual Basic editor.
Requirements:
Microsoft Excel
Operating system:
Win 3.1x,Win95,Win98,WinME,WinNT 3.x,WinNT 4.x,WinXP,Windows2000,Windows2003,Mac OS X
Limitations:
Requires Microsoft Excel
Release notes:
New Release
Whats new in version 2.1:
11/06/07. Fixed a bug that failed to calculate the greeks correctly for stock positions on the OptionStrategies tab.
1/10/06. Added support for Dividend Yield.
Option Trading Workbook screenshots:
Option Trading Workbook download tags:
option pricing option trading option pricing spreadsheet black and scholes
Copyright information:
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Based on 1 ratings. 1 user reviews.
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