Options in Excel

[stevene9]

I am looking for an Excel add on that will allow me to calculate option implied vol, deltas, gammas, etc within my own spreadsheet. Anyone know of any such add on. Thanks

 

[Gene Weissman]

There are several EXCEL spreadsheet "add ins" for
option pros. A good source for this information
is at http://www.myoptionvalue.com/relatedlinks/
then click on "Valuation Solutions & Services" ,
then click on "Spreadsheets". I have free option
Java Applets from Axone Services & Development SA
at http://www.stocktrade.net then go to the trader tools
page at http://www.stocktrade.net/Links/fr_tools_all.htm
and click on the AXone option calculators.


Gene Weissman
Managing Member
Lieber & Weissman Sec., L.L.C.
gweissman@stocktrade.net

 

[Gene Weissman]

Just one more site option traders may find
interesting. Option trader Espen Gaarder Haug
from Norway has a cool option site at
http://home.online.no/~espehaug/ . He has
free option calculators on his site and
some cool Applets , click on this link
to download Black-Scholes model Directly into
an Excel spreadsheet : http://home.online.no/~espehaug/BSExcel.xls


Gene Weissman
Managing Member
Lieber & Weissman Sec., L.L.C.
gweissman@stocktrade.net


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