Excel tools and resources for options & volatility trading
Payoff charts, break-even points and risk-reward ratios for 54 strategies. Great way to learn options.
Aggregate Greeks, what-ifs, volatility skew, and more advanced option strategy modelling. Also intraday.
Strike price (also called exercise price) is the price at which you can buy the underlying security when exercising a call option, or the price at which you can sell the underlying when exercising a put option. Spot price means the current market price. In short: spot price = now, while strike price = when [more…]
This page is a detailed guide to calculating historical volatility in Excel. Things Needed for Calculating HV in Excel Historical data (daily closing prices of your stock or index) – there are many places on the internet where you can get it for free, including Yahoo Finance or Google Finance Excel – this guide works [more…]
This page is a detailed guide to finding and downloading historical data such as daily stock prices or index values from Yahoo Finance. Go to Yahoo Finance homepage: finance.yahoo.com At the moment and on my computer it looks like this. It may look a little different on your device, but the key sections will most [more…]
The page provides detailed explanation of long straddle payoff and the sources of its risk and profit exposures. Long Straddle Payoff Long straddle is a non-directional long volatility strategy. It is generally suitable when you expect the underlying security to be very volatile and move a lot, but you are not sure whether the price [more…]
Long straddle is a non-directional long volatility strategy. This page explains its payoff, maximum profit and loss and break-even points. It also provides recommendations and tips for trading long straddles. Long Straddle Options A long straddle position consists of two options: Long call Long put Both options have the same strike price (this is how [more…]
What Is a Straddle? In option trading, a straddle is a position which includes two options: a call and a put, both with the same strike price and the same expiration date. Long Straddle Position When you buy a call and a put with the same strike, same expiration and on the same underlying, you [more…]