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Option Trading Workbook 2.1

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Published by Option Trading Tips on 4 Jun 2012

"Option pricing spreadsheet"

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

What's new in this version: 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.

Size
57.90 KB
License
Freeware
OS
Windows, Mac OS
Price
$0

Developer
Option Trading Tips
Updated
4 Jun 2012
Downloads
1,593 (1 last week)

Download Option Trading Workbook 2.1 (57.90 KB)

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Antivirus information

Download3K has downloaded and tested Option Trading Workbook on 4 Jun 2012 with some of Today's best antivirus engines and you can find below, for your convenience, the scan results:

Avira:
Clean
Kaspersky:
Clean
NOD32:
Clean