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.
Product Specifications
User Rating: | item has less then 1 vote |
|
FileCart Rating | ||
Submitted by: | petermcphee | |
Homepage | Visit Homepage | |
License | Freeware | |
Price | $0.00 | |
Downloads | 524 | |
OS Support | Windows No Install Support | |
File Size | 0.05 MB ( 54 KB ) | |
Published | Jun 08, 2006 (19 years ago) | |
Updated | Dec 16, 2013 (12 years ago) |
Follow Us!
Latest Searches
26 9 4 minutes ago
chatllm.abacus.ai 4 minutes ago
gui meow chuen 5 minutes ago
w868 652 2700 6 minutes ago
TKMIDA 311 7 minutes ago
seaart.ai contact 19 minutes ago
fs mux 20 minutes ago
apple ipad mini 7 cellular 21 minutes ago
crear videos con ia 23 minutes ago
Popular Searches
id cards 602 times
2024 385 times
Softperfect 312 times
2025 309 times
Database Workbench Pro 258 times
TeraByte Drive Image Backup and Restore 255 times
Elcomsoft Phone Breaker 251 times
Elcomsoft Phone Viewer 232 times
SAM Broadcaster Cloud 223 times
Product Details
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 |
Release Info: | New Release on Jul 25, 2005 |
Release Notes: | 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. |
Related Tags: | option pricing option trading option pricing spreadsheet black and scholes |
Reviews
You must be logged in to write a review
Reviews of Option Trading Workbook 2.1
You can be the first to write a review of Option Trading Workbook!