| Option Trading Workbook | |||
| By Option Trading Tips | |||
| Release date: | 25 Jul 2005 | ||
| Platform: | Win 3.1x, Win95, Win98, WinME, WinXP, WinNT 3.x, WinNT 4.x, Windows2000, Windows2003, Mac OS X | ||
| Language: | English | ||
| License: | Freeware | ||
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Free option pricing spreadsheet. 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.
Tags: option greek, option pricing, option trading, black strategy, free option trading, strategy simulation, expiration date, expiration date code