Option Trading Workbook 2.1

Option Trading Workbook overview

Spreadsheet to calculate the fair value and greeks for call and put options.

Option Trading Workbook Details

Option Trading Workbook Review

Option pricing spreadsheet that calculates the theoretical price and all of the Option Greeks for European Call and Put options. The spreadsheet also allows the user to enter up to 10 option legs for option strategy combination pricing. The calculations are made in Visual Basic and all of the code used is fully disclosed in the Visual Basic editor for user intervention.

Changes in version 2.1:
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.

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