Option Trading Workbook 2.1
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.
Last update
12 Jun. 2007
Licence
Free
OS Support
Windows
Downloads
Total: 1,913 | Last week: 11
Ranking
#44 in
Sales & Marketing Software
Publisher
Option Trading Tips
Screenshots of Option Trading Workbook
Option Trading Workbook Publisher's Description
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.
What's New in Version 2.1 of Option Trading Workbook
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.
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