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Free option pricing spreadsheet. Uses Black and Scholes to calculate the theoretical price and option greek derivatives of call and p
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 » Home » Business & Productivity Tools » Finance » Option Trading Workbook
Company: Option Trading Tips
License: Freeware
Version: 1
System: Win 3.1x,Win95,Win98,WinME,WinXP,WinNT 3.x,WinNT 4.x,Windows2000,Windows2003,Mac OS X
Size: 54 KB
Date Released: 25-07-2005
Price: 0
Screenshot: Click here to see Screenshot
Downloads: 548
Homepage: http://www.optiontradingtips.com/pricing/free-spreadsheet.html
Date added: Feb 11, 2007
Click here to Download
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.

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