Improved Gamma-Delta Neutral Option Spreads Calculator 1.0

Improved Gamma-Delta Neutral Option Spreads Calculator 1.0 Screenshot Improved Gamma-Delta Neutral Option Spreads Calculator is an Excel spreadsheet that will calculate the "Greeks" of an option spread and then hedges it to be both gamma and delta neutral.

Developer:   Daniel McNulty Financialhub.in
      software by Daniel McNulty Financialhub.in →
Price:  0.00
License:   Freeware
File size:   0K
Language:   
OS:   Windows Vista (?)
Rating:   0 /5 (0 votes)

Improved Gamma-Delta Neutral Option Spreads Calculator is an Excel spreadsheet that will calculate the "Greeks" of an option spread and then hedges it to be both gamma and delta neutral. Since it is already calculating the "Greeks" for the option, each options individual "Greeks" are also computed and listed along with the net totals of the entire position.

This improved version also lets you choose between four 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

    tags greeks  delta  neutral  

    Improved Gamma-Delta Neutral Option Spreads Calculator 1.0 screenshot


    Download Improved Gamma-Delta Neutral Option Spreads Calculator 1.0

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