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Evaluate Stock, Index and Futures options using Black-Scholes & Binomial models
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OptDrvr is an Excel addin which provides the user with option pricing models to evaluate stock options, Index options and Futures options. The calculator can also be used to price warrants. The addin handles American and European style call and put options with or without dividends, determining option fair values, deltas, gammas, vegas, thetas, rhos and implied volatilities. Option models include BLACK-SCHOLES, Black-Scholes adjusted and BINOMIAL.
OptDrvr (ver 11.2) supports the pricing of Futures options alongside stock options and Index options, has improved checking, performance and dividend handling including the addition of annual dividend growth to help when pricing longer dated options where you would like to adjust the dividend yield each year.
All models are accessed by the driver function OptDriver, allowing the user to easily switch between the different option types and models. Thus users can effectively compare options, making OptDrvr an invaluable training aid for novices, whilst being a powerful what-if analysis & trading tool for the more experienced options trader.
All the models are used by Professional Traders
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Buy ($95) / Download (54.3 KB)
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option, pricing, calculator, models, trading, stock, black, scholes, binomial, stocks, shares, options, index, futures, market, stockmarket, financial, investment, price, excel, black-scholes, option pricing, stock options, option models, traded
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| Download |
Avg. User Rating |
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1%
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| 46 / 3 (total / last month) |
| 17-03-2009 06:02:08 GMT |
| 02-02-2009 |
| English |
| Win95, Win98, WinME, WinNT 3.x, WinNT 4.x, WinXP, Windows2000 |
| Requires Excel |
| Install and Uninstall |
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