Option Trading Workbook

Option Trading Workbook Screenshot Option Trading Workbook is a spreadsheet that helps you calculate the fair value and greeks for call and put options.

Developer:   Option Trading Tips
      software by Option Trading Tips →
Price:  0.00
License:   Freeware
File size:   0K
Language:   
OS:   Windows Vista (?)
Rating:   0 /5 (0 votes)

Option Trading Workbook is a spreadsheet that helps you calculate the fair value and greeks for call and put options.

Uses Black and Scholes to calculate the theoretical price and option greek derivatives of call and put options.

Includes a strategy simulation worksheet, which enables a user to enter up to 10 option legs that will be used as a single option combination. This combination will then be graphed to show the expected profit and loss at 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

    tags black and  and scholes  put options  and put  greeks for  call and  calculate the  

    Option Trading Workbook screenshot


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