Free Option Pricing Spreadsheet
Download the zipped version Option Trading Workbook (53 KB)
Download the Excel file Option Trading Workbook.xls (259 KB)
The above option pricing spreadsheet will allow you to price European call and put options. You can also enter up to ten different option/stock leg combinations to view the expected payoff at expiration.
If you have trouble with the formulas, check out the support page.
Alternatively, you can visit the online version of these calculations at Option-Price.com
Just to note that much of what I have learnt that made this spreadsheet possible was taken from the highly acclaimed book on financial modeling by Simon Benninga - Financial Modeling - 3rd Edition
If you're an Excel junkie, you'll love this book - Simon's a freak. There are loads of real world problems that Simon solves using Excel. The book also comes with a disk that contains all the exercises Simon illustrates. You can find a copy of Financial Modeling at Amazon of course.
Comments (15)
Peter
January 3rd, 2010 at 5:44am
The shape of the graphs is the same but the values are different.
robert
January 2nd, 2010 at 7:05am
All graph in Theta sheet are identic. Are Call Oprion Price graph data correct? thx
daveM
January 1st, 2010 at 9:51am
The thing opened immediately for me, works like a charm.!! and the Benninga book..... I am so pleased that you referenced it...
Great Stuff..!!
Thanks so much.
Peter
December 23rd, 2009 at 4:35pm
Hi Song, do you have the actual formula for Asian options?
Song
December 18th, 2009 at 10:30pm
Hi Peter,
I need your help about the Asian option pricing using excel vba. I don't know how to write the code.
Please help me.
Peter
November 12th, 2009 at 6:01pm
Does the spreadsheet not work with OpenOffice?
Wondering
November 11th, 2009 at 8:09am
Any solutions that will work with OpenOffice?
rknox
April 24th, 2009 at 10:55am
Very Cool! Very nicely done. You sir, are an artist. One old hacker (76 years old - started on the PDP 8) to another.
Peter
April 6th, 2009 at 7:37am
Hi Ken,
Take a look at the following page:
http://www.optiontradingtips.com/pricing/workbook-support.html
Ken
April 6th, 2009 at 5:21am
Hi, What if i am using the Office on Mac? it has an invalid name error (#name?) for all the results cells... thx
giggs
April 5th, 2009 at 12:14pm
Ok, it's working now. I saved & closed the excel file, opened again, and the results were there, in the blue areas! FYI, I had enabled all the macros in "Security of the macros" . Can't wait to play with the file now...
giggs
April 5th, 2009 at 12:06pm
I don't see the popup. I use Excel 2007 under Vista. The presentation is quite different from the previous versions. I enabled all macros. But I still get the #name error. Any idea?
giggs
April 5th, 2009 at 12:00pm
I don't see the popup. I use Excel 2007 under Vista. The presentation is quite different from the previous versions. Any idea?
Admin
March 23rd, 2009 at 4:17am
Hi Dissapointed,
The spreadsheet requires Macros to be enabled for it to work. Do you see a popup on the toolbar asking you if you want to enable this content? Just click it and select "enable".
Please send me an email if you need further clarification.
disappointed
March 22nd, 2009 at 4:25pm
this model doesn't work, no matter what you put in on the basic page for values, it has an invalid name error (#name?) for all the results cells. Even when you first open the thing, the default values the creator put in don't even work
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