please can anyone recommend a free (or not very expensive) software for options analysis ? what i need is the following:
1. to be able enter a few dozen of positions, mostly puts, some deeply OTM.
2. i need the software to be able to get the greeks by itself
3. then to let me simulate the evolution of my portfolio risk and profit etc,
for parameters i specify:
like i tell it for such-and-such strike, at such-and-such date, with such and such volatility,
how will these options perform ?
thank you very much for any recomendations.
1. to be able enter a few dozen of positions, mostly puts, some deeply OTM.
2. i need the software to be able to get the greeks by itself
3. then to let me simulate the evolution of my portfolio risk and profit etc,
for parameters i specify:
like i tell it for such-and-such strike, at such-and-such date, with such and such volatility,
how will these options perform ?
thank you very much for any recomendations.