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Excel Option Calculator

Updated on 12/8/06

I have created a calculator in Excel for analyzing options. This calculator is very unique because it querys the web and downloads current market prices automatically to make all of the calculations. I designed and programmed it to calculate the volatility, Black-Scholes values for all available strike prices for the shortest time to maturity option, and implied volatility. This calculator will compare the theoretical option price to the actual price and will also chart the stock's price for any selected time period and the implied volatility.

Here is a screenshot of the Excel program. Click on the image for a larger view.

Click here to download my spreadsheet (Excel file). The first sheet contains instructions and the second contains the calculator. Feel free to e-mail me with any questions or comments.