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Stock Volatility Calculator 1 - Author Info Page
Description: Spreadsheet that extracts free historical stock volatility data from Yahoo.. (more)
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Author Info for Stock Volatility Calculator 1
Author/Company Name: Option Trading Tips
Country: Australia
Web Site: http://www.optiontradingtips.com
Programs listed: 2
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Other listings by this author |
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 Option Trading Workbook 2.1 (Downloads: 178)
Spreadsheet to calculate the fair value and greeks for call and put options. 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 t...
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