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Option Pricing

Option Greeks

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 - 2nd 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.

 

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Peter
Posted 38 days ago
The shape of the graphs is the same but the values are different.
robert
Posted 39 days ago
All graph in Theta sheet are identic. Are Call Oprion Price graph data correct? thx
daveM
Posted 40 days ago
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
Posted 48 days ago
Hi Song, do you have the actual formula for Asian options?
Song
Posted 53 days ago
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
Posted 89 days ago
Does the spreadsheet not work with OpenOffice?
Wondering
Posted 91 days ago
Any solutions that will work with OpenOffice?
rknox
Posted 292 days ago
Very Cool! Very nicely done. You sir, are an artist. One old hacker (76 years old - started on the PDP 8) to another.
Peter
Posted 310 days ago
Hi Ken,

Take a look at the following page:

http://www.optiontradingtips.com/pricing/workbook-support.html
Ken
Posted 310 days ago
Hi, What if i am using the Office on Mac? it has an invalid name error (#name?) for all the results cells... thx
giggs
Posted 310 days ago
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
Posted 310 days ago
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
Posted 310 days ago
I don't see the popup. I use Excel 2007 under Vista. The presentation is quite different from the previous versions. Any idea?
Admin
Posted 324 days ago
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
Posted 324 days ago
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