This article teaches you how to calculate the implied dividend of an option via put-call parity, illustrated with an Excel spreadsheet.
Learn about European strike reset options, and download a pricing spreadsheet.
Learn about the Corrado & Su (1996) model for pricing options with excess skew and kurtosis, and get a pricing spreadsheet.
Mirror options let investors change their view of the direction of the underlying stock, but without additional transaction costs. Get a pricing spreadsheet here.
Calculate the probability of making money in an option trade with this free Excel spreadsheet.
Learn how to price American call options with the Roll-Geske-Whaley method, and get an Excel spreadsheet.
Learn about time switch options, and get a pricing spreadsheet.
Get an Excel spreadsheet & VBA to calculate implied volatility with the bisection method. Discover how numerical bisection works, its advantages and disadvantages
This Excel spreadsheet calculates the price of a Bond option with a binomial tree. Bond options give the purchaser the right (but not the obligation) to buy or sell a bond at or before a specific date. If you purchase…
Learn about Barrier Options and download pricing spreadsheets