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2rosy
 

Registered: May 2012
Posts: 336

 

10-17-12 10:36 PM

recommendations for option portfolio what-if scenarios software.
basically, I have a portfolio of single name options and I want to know what it will be over the next N days over the next K prices.

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diaoptions
 

Registered: Aug 2011
Posts: 392

 

10-18-12 02:23 AM


Quote from 2rosy:

recommendations for option portfolio what-if scenarios software.
basically, I have a portfolio of single name options and I want to know what it will be over the next N days over the next K prices.



I recommend PPaaC - Pen, Paper and a Calculator. Available at Staples.

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Put_Master
 

Registered: May 2009
Posts: 1029

 

10-18-12 05:26 AM


Quote from diaoptions:

I recommend PPaaC - Pen, Paper and a Calculator. Available at Staples.



I wasn't even aware the updated, new and improved version of PPaaC was already out!
I wasn't expecting it to go on sale, until Christmas week.
My girl friend has a birthday coming up next week. She is going to love this surprise present.
We still have Staples older "P" (pencil) version.
I can't wait to see what colors the new "P" model come in!
Hope they have some of the newer units still in stock, when I go shopping there, first thing tomorrow morning.
On 2nd thought, just to be sure I'm guaranteed one,... I think I'll camp out over night.

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Whistlingleaf
 

Registered: Nov 2005
Posts: 293

 

10-21-12 05:36 PM

The CBOE has a free one:

http://www.cboe.com/framed/IVolfram...lity%20Services

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sgfee123
 

Registered: Oct 2012
Posts: 19

 

10-21-12 07:05 PM

Couldn't find the spreadsheet

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2rosy
 

Registered: May 2012
Posts: 336

 

10-21-12 10:13 PM

i ended up writing my own

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