What is this option worth?

Black-Scholes with dividends, in a spreadsheet where you can see every formula. Six inputs, and the price and Greeks for both the call and the put come out.

Works in Google Sheets and Excel.

SIX INPUTS

Spot, strike, days to expiry, implied volatility, risk-free rate, dividend yield.

WHAT COMES OUT

• Call price and put price
• Delta for each, gamma, vega (per 1% of vol), theta per day for each
• Call breakeven at expiry
• A strike ladder: call, put and delta at 85% to 115% of your strike

What you get

• The calculator (.xlsx, opens in Google Sheets or Excel)
• A 1-page quick-start guide

Who it's for

Retail options traders who want to sanity-check a broker's numbers, students learning the model, anyone who wants the Greeks without a Bloomberg.

Good to know

• European-style pricing. Formulas are in the cells, not hidden.
• No macros, add-ons or sign-ups. Works in Google Sheets (free) and Excel 2016 or newer.
• Not financial advice. Instant download.

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