Option Pricing Models, Futures Calculator, Excel Software (Black Scholes, Binomial)

Index, futures and stock options analysis software with Black-Scholes and Binomial option pricing models, Futures and Option calculators - Free trial downloads as Excel addins available. All the models are used by Professional Traders.

Free trial download | Windows Mobile CE & Pocket PC versions

OptDrvr (ver 11.2) 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.

OptDrvr is an Excel addin which provides the user 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.

Option models include:-

The Black & Scholes adjusted model can be used to price options using the Black Scholes model but adjusting for dividends.

All models are accessed by the driver function OptDriver, allowing the user to easily switch between the different option types and models. Thus users can effectively compare options, making OptDrvr an invaluable training aid for novices, whilst being a powerful what-if options analyzer & trading tool for the more experienced options trader.

Spreadsheet template provided which highlights all the features of OptDrvr together with what-if analysis and charting. Users can customise the template or write their own spreadsheets to price options and manage portfolios. Users can also take advantage of all Excel features such as fetching option details & position information from a database or price data from a real-time feed via DDE before using OptDrvr for risk management analysis.

OptDrvr is developed for optimal performance, ease of use and to behave just like any other Microsoft Excel function such that similar to Microsoft Excel functions, OptDrvr can be called from Excel VBA macros, or by using the paste function wizard found by selecting "Insert => Function..." from the Excel menu, or by entering the function directly into the cells.

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Please feel free to try any of our products free of charge for a period of 30 days. After this evaluation period has ended, you should register the software if you wish to keep it or otherwise delete it from your disk(s). We welcome orders from private home users and offer discounts for our desktop products to such clients, but please note that a personal home user license is intended ONLY for personal home use by the individual who purchased it and any commercial use is illegal.

Product Name	Single User License Price (USD)	Free Evaluation Copy
OptDrvr - Option Models (ver 11.2)	$175 (Corporate User) $95 (Home User)	Requires Excel

Free trial download | Windows Mobile CE & Pocket PC versions

FutCalc is an Excel addin which evaluates Futures fair values, deltas, thetas, rhos. premium, basis, index value and implied dividend of the Future.

The index value is what the underlying's spot value should be given futures price. The implied dividend shows how the future's fair value differs from the market price.

Spreadsheet template provided which highlights all the features of FutCalc together with what-if analysis and charting. Users can customise the template or write their own spreadsheets to price Futures and manage portfolios. Users can also take advantage of all Excel features such as fetching Futures details & position information from a database or price data from a real-time feed via DDE before using FutCalc for risk management analysis.

FutCalc is developed for optimal performance, ease of use and to behave just like any other Microsoft Excel function such that similar to Microsoft Excel functions, FutCalc can be called from Excel VBA macros, or by using the paste function wizard found by selecting "Insert => Function..." from the Excel menu, or by entering the function directly into the cells.

Product Name	Single User License Price (USD)	Free Evaluation Copy
FutCalc - Futures Calculator (ver 9.2)	$149 (Corporate User) $69.50 (Home User)	Requires Excel