Options Calculation

[cannox]

G'day Guys,
I was wondering if anyone has a calculator or spreadsheet that can assist with determining which shares to write options on. There are a lot of variables to consider and a well prepared spreadsheet can assist with determining which options may return the best premiuims for initial outlay. ..hmm.. does anyone understand what I am asking? lol
Cheers,

 

[mikeg]

www.hoadley.net/options/strategymodel.htm

Try this Site. I have not used it myself, but have heard that it is not bad, if you can work out how to use it.

 

[rembrandt]

Hi Darren ... I created a simple manual Options series analyser spreadsheet for HC members awhile back.

You might find it useful and can be downloaded from my webspace ...

www.users.bigpond.com/equus2/hc buffalo template.xls

Note: the Implied Volatility calcs for the Option series are computed by a macro (run by Ctrl+g) I wrote and are derived from the Options FAIR VALUE's. Be sure to follow the directions slowly and carefully at first for best results.

Have fun ...


Cheers ...

 

[rembrandt]

Hi Darren ... the link doesn't work ... do it manually from your browzer.

http://www.users.bigpond.com/equus2/hc%20buffalo%20template.xls


Cheers ...

 

[rembrandt]

Apologies folks ... appears there is a problem with the spreadsheet.

A modified version has now been uploaded ... those who downloaded please do so again ... apologies for the inconvenience.

(http://www.users.bigpond.com/equus2/hc buffalo template.xls)

Any feedback welcome.

Cheers ...

 

[SuperTed]

http://www.rpsw.com/index.html

There is a free v1 software (real basic) > and a 30 day trial v4 ....i liked it so much I bought v4 (awesome).

This software is quick and easy and you can play with variables (share price, volatility, interest rate, time, etc) to see what effects these have on ALL the option prices for a particular share. (data is downloaded free from the asx ;-)

It saves me heaps of time identifying underpriced/overpriced or even fair value for any share, NOT one at a time which is a chore, but the whole series.

Think it cost me around $400AU after conversion to canadian rupee's. The support has been fantastico as well.

 

[wayneL]

Looks interesting Ted...downloading as I type.

Thanks for the heads up.

Cheers