Pulling data forward and making inferences about it is a difficult thing to do. So much so, that it is pointless to do it when low hanging fruit exists.
I don't use excel that much, so no formula. Excel has a solver routine that lets you pick a formula cell and target cell which it will iterate to solve for the value. IIRC, it is part of the add-on package.
Hey arthanos,
The hedging you're talking about isn't the same hedging used in modeling. Pricing models assume no risk. The put delta assumes you have positions in the underlying and call.
Arb, it's good to see you posting this stuff again. I always enjoyed the supplements thread at fattails. I'm still taking most of the sups you listed then. My doctor does a double take every year when he reads my blood test results; numbers improving instead of showing my age .
So, thank...
You know, most options chains are useless. I rather pay someone to tell me which chain is the most relevant rather than pay someone for a handy dandy interface. I mean, data is cheap, but anal is costly.