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.
“The least successful traders have a certain naïve confidence in their math skills”.
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
Learn how to price options with the Monte Carlo method, and get a pricing spreadsheet for European, Asian, Barrier and Lookback options.
Get VBA and an Excel spreadsheet for Black-Scholes and the Greeks (Delta, Gamma, Vega, Theta, Rho) here. You can easily use the VBA in your own option pricing spreadsheets.