Option Spreadsheet Request

Discussion in 'Options' started by Ironplates, May 5, 2013.

  1. Would anyone be willing and able to share some option spreadsheets that they have developed for the following tactics:

    Backspreads (Ratio)
    Bull Spreads
    Bear Spreads
    Back Spreads
    Butterfly
    Straddle
    Strangles
    Condors

    thank you in advance, and much appreciated.

    I use open office.
     
  2. thank you, very cool :cool:
     
  3. interesting how things can be right in front of you sometimes.

    lol. There are two programs installed on one of my machines.

    1. Option strategy builder.
    2. Options oracle.

    if anyone has any feed back on these programs, please share the insight.

    Thanks again for the refer to http://www.hoadley.net/options/options.htm
     
  4. Peter Hoadley gives good prompt support.. I use Hoadley alot
     
  5. Mitch89

    Mitch89

    I've come across this software "TRADOR Options" and it seems very interesting and friendly.
    I'm just begining to learn working with it, so not much experience.
    take a look www.tradoroptions.com
     


  6. http://www.optionstar.com/arb.htm is a nice add-in which works well with IBTWS.
     
  7. Mitch89

    Mitch89

    I like it, work with it for 2 weeks now, excellent.
     
  8. gmst

    gmst

    checked it out. Talks about arbitrage between option chains. You ever used it to trade?? Because its surprising to think that in today's automated world, obvious arbitrages will exist, when all the banks have their auto spreaders and auto-arbitragers working in market.

    If software points out something, does it mean your vol/skew assumptions are off-the mark and instead of arbing you are getting arbed, means your greeks won't be hedged if you do that trade?
     
  9. I don't use excel (unix sheets).

    No, if you're arbing a calendar, fly or vert, for example, the skew is immaterial if you're long from a credit. These are all going to be minimum-strike spreads and sourced from microstructure. It's simply a decent add-in with pre-built templates and uses IB data.
     
    #10     May 6, 2013