I am looking for an Excel add on that will allow me to calculate option implied vol, deltas, gammas, etc within my own spreadsheet. Anyone know of any such add on. Thanks
There are several EXCEL spreadsheet "add ins" for option pros. A good source for this information is at http://www.myoptionvalue.com/relatedlinks/ then click on "Valuation Solutions & Services" , then click on "Spreadsheets". I have free option Java Applets from Axone Services & Development SA at http://www.stocktrade.net then go to the trader tools page at http://www.stocktrade.net/Links/fr_tools_all.htm and click on the AXone option calculators. Gene Weissman Managing Member Lieber & Weissman Sec., L.L.C. gweissman@stocktrade.net
Just one more site option traders may find interesting. Option trader Espen Gaarder Haug from Norway has a cool option site at http://home.online.no/~espehaug/ . He has free option calculators on his site and some cool Applets , click on this link to download Black-Scholes model Directly into an Excel spreadsheet : http://home.online.no/~espehaug/BSExcel.xls Gene Weissman Managing Member Lieber & Weissman Sec., L.L.C. gweissman@stocktrade.net See us at http://www.stocktrade.net