Software calculating theoretical price & Option Greeks for European Call & Put options, with the option for up to 10 strategy combinations.
Looking for a free option pricing spreadsheet? Look no further than this one, which uses the Black and Scholes model to calculate theoretical prices and option greek derivatives for both call and put options.
But that's not all - this spreadsheet also includes a convenient strategy simulation worksheet. With this feature, users can enter up to 10 option legs to create a single option combination. This combination can then be graphed to show the expected profit and loss at expiration, as well as the combined option greeks for the strategy. This makes it easy to assess the potential outcomes of various trading strategies.
One of the best things about this spreadsheet is that the Black and Scholes code is fully disclosed and available for editing using the Visual Basic editor. This means that advanced users can tweak and customize the code to suit their needs.
Overall, this free option pricing spreadsheet is a fantastic tool for anyone who wants to analyze option strategies quickly and easily. Whether you're a beginner or an experienced trader, this spreadsheet has something to offer. So why not give it a try?
But that's not all - this spreadsheet also includes a convenient strategy simulation worksheet. With this feature, users can enter up to 10 option legs to create a single option combination. This combination can then be graphed to show the expected profit and loss at expiration, as well as the combined option greeks for the strategy. This makes it easy to assess the potential outcomes of various trading strategies.
One of the best things about this spreadsheet is that the Black and Scholes code is fully disclosed and available for editing using the Visual Basic editor. This means that advanced users can tweak and customize the code to suit their needs.
Overall, this free option pricing spreadsheet is a fantastic tool for anyone who wants to analyze option strategies quickly and easily. Whether you're a beginner or an experienced trader, this spreadsheet has something to offer. So why not give it a try?
What's New
Version 2.1:
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.