Option Trading Workbook
Free option pricing spreadsheet. Uses Black and Scholes to calculate the theoretical price and option greek derivatives ofcall 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 singleoption combination. This combination will then be graphed to show the expected profit and loss at the expiration date as well as the combinedoption greeks for the strategy. The Black and Scholes code that is used...
Tags: option trading, option pricing spreadsheet, black and scholes,
