Mirror options let investors change their view of the direction of the underlying stock, but without additional transaction costs. Get a pricing spreadsheet here.
Get an Excel spreadsheet & VBA to calculate implied volatility with the bisection method. Discover how numerical bisection works, its advantages and disadvantages
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.
This article presents an Excel spreadsheet and VBA for pricing European options with a trinomial tree.
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