Option Trading Workbook 2

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Wirtschaft::Investment Werkzeuge

Free option pricing spreadsheet. Uses Black and Scholes to calculate the theoretical Preis 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 Datum 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.

What's new in this version of Option Trading Workbook

Release Datum: 2005-07-25
1/10/06. Added support for Dividend Yield.

28/08/06. Fixed a small calculation bug for the Option Theta, which now has a near perfect accuracy.

27/04/06. Fixed a bug that failed to calculate the theoretical change in P&L for stocks in the strategies tab.

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