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OptDrvr (ver 10.0)

OptDrvr (ver 10.0) supports the much-awaited pricing of Futures options alongside stock options and Index options. OptDrvr is an Excel addin which provides the user with option pricing models to evaluate stock 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.


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File size: 54 kb
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Cost: Free to try (30 days); buy for $95.00 (Corporate User - $175.00)
Runs on: Windows 95, 98, Me, NT, 2000, XP





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The Terms and Conditions governing the downloading of software files are found in the Software Disclaimer
section of the software index. By downloading any file(s), you are agreeing to those terms and conditions.