greeks and free software
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Improved Gamma-Delta Neutral Option Spreads Calculator 1.0
… r different combinations of puts and calls to construct the spread with. In addition, it also calculates the value of an option at different prices levels assuming the same implied volatility at each respected level.
Requirements
Microsoft Excel…
Option Trading Workbook
… t the expiration date as well as the combined option greeks for the strategy.
The Black and Scholes code that is used for this spreadsheet is fully disclosed and available for editing using the Visual Basic editor.
Requirements
Microsoft Excel…
Greek Formulae 1.0
… Greek Formulae is an Excel spreadsheet that contains the formulae for calulating the Greeks on dividend paying stocks.…
SigmaFit 2.0
… B in total. Installation is simply copying these files.
Platform Versatility, SigmaFit may be run on any IEEE Compliant PC with 32 MB RAM, WIN 95, 98, NT, 2000, ME and XP
Wide ranging Applications e.g. in Investments, Portfolio Insurance & Risk Ma…
Options Designer 1.0
… o structure and analyze investments on derivative contracts (futures and options).
Define your portfolio, create a custom position diagram, plot a profit & loss graph or examine the greeks and then export your results with a few clicks.…
Free Option Calculator 1.42
… Option Calculator features
calculate the value of put and call options (The Black-Scholes Option Pricing Model)
calculate implied volatility
calculate option greeks (delta, vega, gamma, theta)
see graph of option position (long call option or…
Advanced Option Calculator 2.30
… tion greeks (Delta, Vega, Gamma, Theta)
plots Profit & Loss graph of option position
calculates probability of the underlying security reaching target price
calculates key statistics for analyzing option positions
Limitations
30 days trial.…
OptDrvr - Options Calculator 10.1
… ions with or without dividends, determining option fair values, implied volatilities and risk sensitivities. Risk sensitivities (also known as hedge parameters or "Greeks") include deltas, gammas, vegas, thetas and rhos.
Limitations
30 days trial…
OptionTools 2.18
… es values for option sensitivities (greeks).
Calculate historical volatility from EoD price source.
Figure volatilities implied by Bid/Ask prices.
Define and apply implied volatility skews.
Save, retrieve and print your option series price grids.…
AlfaClock Free 1.83
… d a color for the calendar.
Date/time copy to clipboard. Copy date, time, and other info to the clipboard using any format you wish.
Requirements
About 3MB of free hard drive space
Video card with support for at least 256 colors
Sound card…
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