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Option Trading Workbook
… t 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.
Requirements
Microsoft Excel…
Free Option Calculator 1.42
… Option Calculator features
calculate the value of put and call options (The Black-Scholes Option Pricing Model)
calculate implied volatility
calculate option greeks (delta, vega, gamma, theta)
see graph of option position (long call option or…
Fat Tail Option Calculator 1.0
… retical value of European options.
This provides a richer method with a better fit to real data and real capital market behavior than the common Black-Scholes formula. Especially, it can be used to take into account the existence of crash events.…
Option Pricing Calculator 1.0.0
… e: Call Price, Put Price, Gamma, Delta, Theta, Vega, Implied Volatility. This option pricing calculator has three option pricing models to caculate prices: Black-Scholes Option price, Binomial American option price and Binomial European option price.…
OptionTools 2.18
… es values for option sensitivities (greeks).
Calculate historical volatility from EoD price source.
Figure volatilities implied by Bid/Ask prices.
Define and apply implied volatility skews.
Save, retrieve and print your option series price grids.…
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