Improved Gamma-Delta Neutral Option Spreads Calculator 1.0
Improved Gamma-Delta Neutral Option Spreads Calculator is an Excel spreadsheet that will calculate the "Greeks" of an option spread and then hedges it to be both gamma and delta neutral.
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0.00 
Freeware
0K
Windows Vista 
Improved Gamma-Delta Neutral Option Spreads Calculator is an Excel spreadsheet that will calculate the "Greeks" of an option spread and then hedges it to be both gamma and delta neutral. Since it is already calculating the "Greeks" for the option, each options individual "Greeks" are also computed and listed along with the net totals of the entire position.
This improved version also lets you choose between four different combinations of puts and calls to construct the spread with. In addition, it also calculates the value of an option at different prices levels assuming the same implied volatility at each respected level.
Requirements
Download Improved Gamma-Delta Neutral Option Spreads Calculator 1.0
Download Improved Gamma-Delta Neutral Option Spreads Calculator 1.0
Authors software
Improved Gamma-Delta Neutral Option Spreads Calculator 1.0
Daniel McNulty Financialhub.in
Improved Gamma-Delta Neutral Option Spreads Calculator is an Excel spreadsheet that will calculate the "Greeks" of an option spread and then hedges it to be both gamma and delta neutral.
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