For example, you can edit the default implied volatility, dividend yield and interest rate settings to see how this might affect the outcomes, both numerically and graphically. If you add one 2 more feature if possible one is Greek atleast historcial last 10 days atleast on closing basis atleast with graph. Every post is making me to learn new stuff. Calculate the probability of a stock reaching a certain level by a certain date. Chasing Yield with ETFs: For more on using this strategy, see Married Puts: This can be incorporated in the sheet above.

Free and truly unique stock-options profit calculation tool. View a potential strategy's return on investment against future stock price AND over time. Your trade might look good at expiry, but what about next week? OPC maps out these effects of volatility and time to help eliminate the unknowns from high-return trading.

The maximum gain for long calls is theoretically unlimited regardless of the option premium paid, but the maximum loss and breakeven will change relative to the price you pay for the option. These values are automatically calculated for many other option strategies, too, although the formulas are different.

These probability calculations will change if you alter the lower and upper targets by either moving the slider bars with your mouse, or by typing in specific values for the lower target and upper target. The profit and loss calculations shown in the blue box above for the date of entry orange line , the half-way point blue line , and expiration purple line are estimated assuming the price of the underlying stock remains unchanged from its current level.

In this example, the calls are out of the money initially so notice how the loss increases as time elapses toward expiration; this is due to time value erosion.

If you would like to forecast the probabilities of the underlying stock reaching a different price on the various dates displayed, place your cursor anywhere on the chart and hold down the left mouse button. As shown in the pink circle below, this will display the probability of the option reaching that price at any time between now and expiration "Prob.

Touching" as well as the probability of the option reaching a certain price level at expiration "Prob. In addition, you can easily make the following calculations, which many option traders find useful:. As shown below, if you would like to zoom in on the distribution curve, you can choose a closer date for the "Probability" calculation shown in the red box below.

This is helpful because it separates the visual profit and loss lines for the various dates. This will also cause the probability calculations shown in the pink box below to be oriented to the new date you selected, rather than the expiration date of the option default setting. As shown below, you can even turn off any of the various visual displays the normal distribution curve in this example by simply clicking on the colored box next to the date.

In my next article, I'll go into more depth and cover additional functionality in analyzing specific option strategies. All stock and option symbols and market data shown above are for illustrative purposes only and are not a recommendation, offer to sell, or a solicitation of an offer to buy any security. Learn more about Schwab Trading Services. Options carry a high level of risk and are not suitable for all investors.

Certain requirements must be met to trade options through Schwab. Please read the options disclosure document titled Characteristics and Risks of Standardized Options before considering any option transaction. The Trade and Probability Calculator provides calculations that are hypothetical in nature and do not reflect the actual investment results or guarantee future results. The calculations do not consider commissions or other costs, and do not consider other positions in your account s for which a specific trading scenario is being examined.

Rather, these values are based solely on the individual contract or pair of contracts in this specific trade. In addition, the calculations incorporate annualized dividend yields and do not consider ex-dividend dates, early assignment, and other risks associated with option trading.

If an option expires before the estimated date, it is treated as though it expires on the estimated date. Past performance is no indication or "guarantee" of future results.

Option Greeks, denoted by certain Greek alphabets, are the parameters which determine how Option price varies with the change in external factors like Time, Volatility and underlying Stock Price. Below are the simple steps to use Nifty Option Greeks Calculator excel sheet.

There is very little manual intervention required for this. Download the Excel file from the end of this post. Open this Excel file and make sure you are connected to internet.

Please accept if it asks to enable Macros and Data connections. Input the required fields, Expiry Date, Risk free interest rate and Dividend yield. The Greek values would automatically get updated. The sheet refreshes every five minutes.

Please see the below link to download Nifty Option Greeks Calculator excel sheet. Mostly everything is self explanatory, but please let us know if you have any queries. Also, send us your feedback on how to improve this sheet. Your doing a great job ….. Every post is making me to learn new stuff. Thank you for your great work. Hi Sir, To be frank you are doing a great job. Could you please let us know. All are giving real time thats great.

If you add one 2 more feature if possible one is Greek atleast historcial last 10 days atleast on closing basis atleast with graph. That helps user to understand and use it proper basis. And also strategies expected loss and profit. Hi … I am new to Options Trading: However, it helps in your trade decisions for options. Please read about Option Greeks in details. Hi sir, I am new to trading, I want to develop more technical knowledge in this area. Can you please share a material which have basic concepts and step by step flow of concepts it will really help beginners.

Please kindly drop a mail. You would definitely like to look at the below article: Is there a way to force a refresh a data load? Dear Admin, Thank you for such a wonder excel file on options. Thank you for you quick response! Thanks for the fantastic work ,It will help a lot to adjust position during delta neutral. Can you please post same for Bank nifty? Your work is excellent!!! Is it possible to see the greeks of next month options in this excel?

Also please check why ITM Call option greeks are not being calculated. Thanks and keep up the good work please….

Sir, I some how feel the Gamma column in Option greek is eronous , it I think does not give the right figure. HI , The theoretical value and the actual price difference is huge. How do i get the exact calculation? Hi , Which pricing model do you use to calculate the greeks? Kindly reply so that i can study more on those models. Thank you first of all , in BS model we need the following variables in order to get the price of the option premium Ie Spot Price , Strike Price, No Days to expiry , Implied Volatility , interest rate and dividend.

My Question here is: Lets say nifty spot price is and for Call option strike the IV is 7. This is great work. Is it possible for you to enable the VBA code so that we can customize it. If not, would it be possible for you to make following changes, 1. Allow the user to enter the symbol and display the greeks for specified symbol. Not all the strikes are available. Strikes only in multiple of are displayed.

Can we make it multiple of 50? It would be of really great help. This website gives lots of info. However, the excel sheet is a bit old and does not update even after refresh. Kindly check the same and upload corrected one. Its working fine at my end.

Hi The options greek sheet is not working. The Data Sheet is not there, can u please email me or upload. Hi Bharat, It works perfectly at my end.

This calculator contains a description of Cboe's strategy-based margin requirements for various positions in put options, call options, combination put-call positions and underlying positions offset by option positions. Long call (bullish) Calculator Purchasing a call is one of the most basic options trading strategies and is suitable when sentiment is strongly bullish. It can be used as a leveraging tool as an alternative to margin trading. A stock option calculation tool that displays the estimated returns for basic and advanced option strategies. The calculator allows users to select from covered call, options purchase, call/put spread, calendar spread, Founder: Sean Hasselback.

option calculator This stock option calculator computes the theoretical price of a one or two leg option position using Black Scholes. Try our advanced stock options calculator and compute up to eight contracts and one stock position. Strategy Calculator Help. The Strategy Calculator is a tool that can be used to chart multi-leg option strategies. As many as eight option legs can be added, as well as an optional stock position. The Strategy Calculator will compute the Profit & Loss (P&L) for the overall strategy. The Options Strategy Evaluation Tool (OSET) is Excel-based options analysis software for the evaluation of options trading strategies -- including the evaluation of follow-up strategies when things may not have turned out as planned.

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