OptDrvr - Options Calculator 10.1
OptDrvr has improved checking, performance and supports the much-awaited pricing of Futures options alongside stock options and Index options.
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OptDrvr has improved checking, performance and supports the much-awaited pricing of Futures options alongside stock options and Index options.
OptDrvr is an Excel addon that will provide you with option pricing models to evaluate stock options (equity options), index options and options on futures. The calculator can also be used to price warrants.
The addin handles American and European style call and put options 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
tags risk sensitivities index options options and stock options
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