Here's what you're looking for: http://www.hoadley.net/options/strategymodel.htm Also, the Espen Haug book The Complete Guide to Option Pricing Formulas comes with a disk with Excel implementations of all the models he talks about in the book. Some of the sheets include a 3D modelling tool, and you can choose from a very wide variety of things to show. But it's only for one option at a time, not for a position. If you do buy it be sure to get the current version of the book/disk, as the previous disk was much less complete and had at least one bug that I know of.