XOption

Price American and European stock options, stock index options, and currency options.
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XOption Ranking & Summary

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  • Rating:
  • License:
  • Free to try
  • Price:
  • Free to try
  • Publisher Name:
  • By ExcelQuant
  • Publisher web site:
  • http://www.excelquant.com
  • Operating Systems:
  • Windows 95, Windows 2000, Windows 98, Windows Me, Windows, Windows XP
  • Additional Requirements:
  • Windows 95/98/Me/2000/XP, MS Excel 97
  • File Size:
  • 4.77MB
  • Total Downloads:
  • 1823

XOption Tags


XOption Description

An Excel option pricing function that you can call from any worksheet cell. Using XOPTION, you can price both American and European stock options, stock index options, and currency options. Furthermore, you can also compute implied volatility of European options. XOPTION provides you with all the 'Greeks' (Delta, Gamma, Theta, Vega, and Rho) you need to hedge your American and European options. XOPTION uses Crank-Nicolson numerical method for solving American options, hence the function is unconditionally stable and convergent. Because XOPTION is just like any other worksheet functions, you can easily incorporate it into your worksheet model.


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