Option strategy calculator excel


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 introduced by J. Supports 3 common versions: Calculate 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 Option strategy calculator 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 option strategy calculator excel with most calculators macros.

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Macroption is not liable for any damages resulting from using the content. No financial, investment or option strategy calculator excel advice is given at any time. Home Calculators Tutorials About Contact. Calculator 1 Calculator 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 Option strategy calculator excel implied volatility from option prices with one click.

Historical Volatility Calculator Calculate historical volatility from historical prices. Descriptive Statistics Calculator Calculate summary statistics and analyse distributions.