keep it simple, you can replace the whole last line of the formula with a fixed number, such as 365. This way no revaluation is needed and thus computational time is saved. PeterNovember 12th, 2009 at 6:01pm Does the spreadsheet not work with OpenOffice? I am looking closely at a few option picking services right now and plan to list them on the site if they prove to be successful.

For example, for a put with strike 9, premium used.91, the P/L for underlying price of 7, 8, 9, 10 were.19,.19, -0.81, -0.91, when they should.09,.09, -0.91, -0,91, isn't that correct? G., (1997 The Complete Guide to Option Pricing Formulas, McGraw-Hill. This is the second derivative of the option price with respect to the current value of the underlying. General questionJanuary 19th, 2011 at 5:13pm hi, is the historical volatility input annualized vol, or vol for the period from today to expiration date? DeepakNovember 17th, 2011 at 10:13am Dear Sir, thanks for the reply. I saved closed the excel file, opened again, and the results were there, in the blue areas! Mathematically, if the derivative of a function exists, then the smaller the bumping size, the more accurate the approximation. The current volatility is what is graphed - the volatility calculated each day for the time period specified. It involves the theoretical graph vs the payoff graph with a stock position involved. Could a lot of what is not working for you be because of how you are thinking? This could be in anticipation of a company announcement, economic factors etc. PeterJune 10th, 2014 at 1:09am, hi Jack, Thanks for posting!

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