Option Trading WorkbookOverview
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.
NEW
11/06/07. Fixed a bug that failed to calculate the greeks correctly for stock positions on the OptionStrategies tab.
1/10/06. Added support for Dividend Yield.
