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. The calculations are made in Visual Basic and all of the code used is fully disclosed in the Visual Basic editor for user intervention. ...

Author Option Trading Tips
License Freeware
Price FREE
Released 2005-07-25
Downloads 1346
Filesize 54 kB
Requirements Microsoft Excel
Installation No Install Support
Keywords option pricing, option trading, option pricing spreadsheet, black and scholes
Users' rating
(3 rating)
Option Trading WorkbookInvestment ToolsWin 3.1x, Windows XP, Windows 2000, Windows 2003, Mac OS X
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... 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 ...