Option Trading Workbook


Version history for Option Trading Workbook shows you how often it was updated over the past months (starting Jun 01, 2006) as well as 'what is new' information for each update (if available, since this information provided by the author).

Version: 2.1
Size: 54KB
OS: Win 3.x/95/98/ME/NT/2000/XP
Interface:
Description:   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.


v 2.1 updated on Jun 13, 2007

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.


v 2 updated on Oct 11, 2006

1/10/06. Added support for Dividend Yield. 28/08/06. Fixed a small calculation bug for the Option Theta, which now has a near perfect accuracy. 27/04/06. Fixed a bug that failed to calculate the theoretical change in P&L for stocks in the strategies tab.


v 1.1 updated on Sep 08, 2006

28/08/06. Fixed a small calculation bug for the Option Theta, which now has a near perfect accuracy. 27/04/06. Fixed a bug that failed to calculate the theoretical change in P&L for stocks in the strategies tab.


v 1 updated on Jun 01, 2006

Fixed a bug that failed to calculate the theoretical change in P&L for stocks in the strategies tab.


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