Option Trading Workbook  Total Downloads: | Hits:  | Rating:

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.

Company: Option Trading Tips Title: Option Trading Workbook License: Freeware Price: 0 Version: 1 Program Size: 54 KB Operating System: Win 3.1x,Win95,Win98,WinME,WinXP,WinNT 3.x,WinNT 4.x,Windows2000,Windows2003,Mac OS X Date Released:   25-07-2005 Program Homepage  Download Option Trading Workbook

Option Trading Workbook Similar Software:

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Excel VBA Models Combo Set - The Excel VBA Models Open Source Code Combo Set contains 37 programs in finance, statistics, option pricing models, and numerical methods in open source code. Programs include Distribution 12 Random Number Gen... Option Trading Workbook - 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 str... Option Pricing Calculator - This free option pricing calculator can be used to calculate: Call Price, Put Price, Gamma, Delta, Theta, Vega, Implied Volatility.