This software evaluates American or European style stock, index, and futures options with or without dividends. It determines fair value, greeks (delta, gamma, vega, theta, rho) and implied volatility. Option models used are Black-Scholes and Binomial.
OptDrvr is a 32 Bit Excel addin that serves as an extensive option pricing calculator. With this addin, users can evaluate stock options, Index options, Futures options, and even price warrants. OptDrvr handles a variety of options, including American and European style call and put options with or without dividends. The calculator determines option fair values, deltas, gammas, vegas, thetas, rhos, and implied volatilities.
Option models that can be accessed through OptDrvr include BLACK-SCHOLES, Black-Scholes adjusted, and BINOMIAL models. The addin (ver 11.4) supports the pricing of Futures options alongside stock options and Index options, has improved checking, performance, and dividend handling, and includes the addition of annual dividend growth. These features help when pricing longer-dated options and adjusting the dividend yield each year.
OptDrvr allows users to easily switch between the different option types and models via its driver function, OptDriver. This feature makes it easy to compare options, making the addin useful for novices looking to learn about options pricing and for experienced options traders looking for a what-if analysis & trading tool. All the models used in OptDrvr are used by Professional Traders, highlighting its reliability and effectiveness.
Option models that can be accessed through OptDrvr include BLACK-SCHOLES, Black-Scholes adjusted, and BINOMIAL models. The addin (ver 11.4) supports the pricing of Futures options alongside stock options and Index options, has improved checking, performance, and dividend handling, and includes the addition of annual dividend growth. These features help when pricing longer-dated options and adjusting the dividend yield each year.
OptDrvr allows users to easily switch between the different option types and models via its driver function, OptDriver. This feature makes it easy to compare options, making the addin useful for novices looking to learn about options pricing and for experienced options traders looking for a what-if analysis & trading tool. All the models used in OptDrvr are used by Professional Traders, highlighting its reliability and effectiveness.
What's New
Version 11.4: N/A
Version 11.3: N/A
Version 11.2: N/A