How to Make an Options Calculator With Microsoft Excel
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Calculate payoffs at expiration for 54 different option strategies. Profit or loss for given underlying price. Simulate scenarios and what-ifs for any combination of up to 5 legs. Not only at expiration, but at any time, including intraday. Calculate option prices and Greeks using the Black-Scholes-Merton model. Simulate effects of individual parameters on option prices and Greeks. Calculate implied volatility from option prices with one click.
Model effects of volatility changes on option prices and Greeks. Calculate historical volatility from historical prices. Supports three historical volatility calculation methods, including centered and non-centered HV. Supports 12 different variations, including the original ATR as option calculator excel by J. Supports 3 common versions: Option calculator excel summary statistics and analyse distributions. Mean, median, variance, standard deviation, skewness, kurtosis, percentiles, standard scores, frequency histogram.
Compare data set to normal distribution. One-time payment, yours forever. Does it work in my version of Excel? All calculators works in all versions of Excel from Excel 97 to Excel Most were developed in Excel and tested in other versions.
For older versions you may need to use a different version of a calculator, which is always included. Generally you need your software to support Excel formulas and with option calculator excel calculators macros.
Is there a money back guarantee? If you are not happy with a calculator for any reason, just send an email within 30 days of purchase and we will refund you, no questions asked. How do I pay? All payments are processed by PayPal, which provides world-class security and buyer protection. If you don't agree with any part of this Agreement, please leave the website now. All information is for educational purposes only and may be inaccurate, incomplete, outdated or plain wrong.
Macroption is not liable for any damages resulting from using the content. No financial, investment or trading advice is given at any time. Home Calculators Tutorials About Contact. Calculator 1 Option calculator excel 2 Calculator 3 Calculator 4. Option Strategy Payoff Calculator Calculate payoffs at expiration for 54 different option strategies. Option Strategy Simulator Simulate scenarios and what-ifs for any combination of up to 5 legs. Implied Volatility Calculator Calculate implied volatility from option calculator excel prices with one click.
Historical Volatility Calculator Calculate option calculator excel volatility from historical prices. Descriptive Statistics Calculator Calculate summary statistics and analyse distributions.