An add-in for Excel, the Financial Analytics tool can value option price, risk sensitivities, and implied volatility on various financial instruments like options, futures, exotic, bond options and interest rate assets, integrated within your spreadsheet.

FinOptions XL is built to support the demands of today's financial markets, making it easy to value portfolio positions in real-time using market data from quote vendors. This feature allows users to calculate sensitivities like delta, gamma, theta, vega, rho, psi, and lambda or estimate implied volatility values based on exchange traded option prices.
With its straightforward and intuitive interface, the Derivicom FinOptions XL financial Add-in is easy to use and comes with a custom toolbar for quick access to the function library. FinOptions XL enables users to price option contracts on various assets like stocks, futures, indices, commodities, foreign exchange, fixed income securities, and employee stock options (ESOs). Also, it can value various exotic contract types like Average Price and Rate (Asian options), Barrier, Binary, Chooser, Compound, Currency-Translated, Lookback, Portfolio, Rainbow, and Spread options.
FinOptions XL includes complex interest rate and bond option pricing and analytics, historical volatility evaluation, and curve fitting functions in this comprehensive suite. The software also features ten professionally designed templates covering all financial functions available. Each template illustrates how to use the available functions and their various inputs, allowing users to start their option analysis right away.
In conclusion, the FinOptions XL financial Add-in is an advanced, easy-to-use tool for investment professionals seeking to manage complex products and calculate critical risk analytics to drive their financial objectives. With the diverse asset coverage and numerous optimized pricing models, it helps users deliver advanced business solutions quickly.
Version 3.0.2:
What's new in this version: Version 3.0:
Consolidation of FinExotics and FinOptions versions
Support for Interest Rate Options
Historic Volatility Calculations and Curve Fitting Support
Updated and Redesigned Help System
Excel Ribbon bar support
Integrated function search