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    Call Option Put Option

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    Zero Watts
    This document contains inputs for calculating theoretical option prices including the underlying asset price, exercise price, dates, historical volatility, risk free rate, and dividend yield. It also lists the Greeks - Delta, Gamma, Theta, Vega, and Rho - which are measures of how the theoretical option price will change based on movements in the underlying parameters.

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    Download as XLSX, PDF, TXT or read online from Scribd

    Call Option Put Option

    Uploaded by

    Zero Watts
    17 views2 pages
    This document contains inputs for calculating theoretical option prices including the underlying asset price, exercise price, dates, historical volatility, risk free rate, and dividend yield. It also lists the Greeks - Delta, Gamma, Theta, Vega, and Rho - which are measures of how the theoretical option price will change based on movements in the underlying parameters.

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    Option Bas

    Original Title

    Option Bas

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    This document contains inputs for calculating theoretical option prices including the underlying asset price, exercise price, dates, historical volatility, risk free rate, and dividend yield. It also lists the Greeks - Delta, Gamma, Theta, Vega, and Rho - which are measures of how the theoretical option price will change based on movements in the underlying parameters.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    17 views2 pages

    Call Option Put Option

    Uploaded by

    Zero Watts
    This document contains inputs for calculating theoretical option prices including the underlying asset price, exercise price, dates, historical volatility, risk free rate, and dividend yield. It also lists the Greeks - Delta, Gamma, Theta, Vega, and Rho - which are measures of how the theoretical option price will change based on movements in the underlying parameters.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
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    http://www.OptionTradingTips.

    com

    Underlying Price 1000 The current base price of the instrument, eg, the closing price of Microsft Stoc
    Exercise Price 1000 The price at which the underlying instrument will be exchanged. Also called S
    Today's Date 1/9/2021
    Expiry Date 2/1/2021 The Date which the contract expires
    Historical Volatility 20% The Historical Volatility of the asset's returns
    Risk Free Rate 5.00% The current risk free interest rate i.e. your return on cash held in the bank
    Dividened Yield 0.00% The Annualized Dividend Growth Rate of the Stock
    DTE (Years) 0.06

    Call Option Put Option


    Theoretical Price #NAME? #NAME?
    Delta #NAME? #NAME? The amount that the theoretical price will change if the market m
    Gamma #NAME? #NAME? The amount that the Delta will change if the market moves up/do
    Theta #NAME? #NAME? The amount that the theoretical price will change when 1 day pa
    Vega #NAME? #NAME? The amount that the theoretical price will change if the volatility
    Rho #NAME? #NAME? The amount that the theoretical price will change if interest rates
    , the closing price of Microsft Stock
    will be exchanged. Also called Strike Price

    turn on cash held in the bank

    l price will change if the market moves up/down 1 point


    change if the market moves up/down 1 point
    l price will change when 1 day passes.
    l price will change if the volatility of the asset moves up/down by 1 percentage point
    l price will change if interest rates move up/down by 1 percentage point

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