Option Strategy Builder Excel VBA Demo

Excel VBA macro/program I wrote to build option strategies using either real time market data or made up scenarios. If you choose to use a certain stock, it will download the historical prices and calculate the volatility of returns for use in Black-Scholes and Cox-Ross-Rubenstein option pricing equations, as well as pull the dividend yields from online. If you choose to make your own hypothetical situation, you have the choice of entering this data from your own data set, or not using any pricing model inputs at all. Not intended for use in real trading, but a piece of software that is extremely useful in learning about options. Currently, I am working on adding parts to pull the option prices and risk-free rate from online in order to make it the most user-friendly and easy to use as possible. While I want to maximize the capabilities of this program, I do always intend to keep the bare elements of it where originally you simply enter which type of option it is, short or long, the strike price, current spot price, premium, and quantity with no regard for time, interest rates, volatility, or dividend yields. Under this original framework, it was extremely simple (as it still is since you can still get to this simple framework by clicking "Don't include stock data" and "Don't include Greeks") to model option strategies to learn about things like "what does the payoff chart of a straddle look like?"

Comments

1. Hi Brian, the video was really superb. Please let me know if any downloaded version is available.
2. I use MarketXLS for this. It really worked well for me.