Implied Dividend Calculator

This article teaches you how to calculate the implied dividend of an option via put-call parity, illustrated with an Excel spreadsheet.

Mirror Options

Mirror options let investors change their view of the direction of the underlying stock, but without additional transaction costs. Get a pricing spreadsheet here.

Black-Scholes and Greeks in VBA

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.

Pricing Double Barrier Options

Double Barrier options are path-dependent options. They have two pre-defined barriers, one higher and one lower than the current asset …