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    Option Trading Workbook  
 
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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.
 
License Type Freeware View Visitor Comments
Category Spreadsheets  
Author Option Trading Tips  
Operating System Windows 95/98/Me/NT/2000/XP Add Comments
File Size 54 KB  
Version 1  
Last Update 09-06-2006 Related Downloads
Total Downloads 368
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