OptDrvr is an Excel addon that will provide you with option pricing models to evaluate stock options (equity options), index options and options on futures. The calculator can also be used to price warrants.
The addin handles American and European style call and put options with or without dividends, determining option fair values, implied volatilities and risk sensitivities. Risk sensitivities (also known as hedge parameters or "Greeks") include deltas, gammas, vegas, thetas and rhos.
Limitations:
· 30 days trial
What's New in This Release: [ read full changelog ]
· Supports the pricing of Futures options alongside stock options and Index options
· Has improved checking, performance and dividend handling including the addition of annual dividend growth to help when pricing longer dated options where you would like to adjust the dividend yield each year.
