Option Portfolio Manager

Spreadsheet to model complex option positions and larger option portfolios:

  • 20 legs (and easy to add more)
  • Modeling of rollovers and position adjustments (record entry and exit prices)
  • Multi-dimensional scenario analysis (model combined effects of two inputs at the same time, such as underlying price and volatility, on P/L and Greeks)
  • Advanced volatility modeling (flat volatility or different IV for each leg, effects of parallel shifts in vol)
  • Ability to use live data feed from your broker (set up for Interactive Brokers data, but can use any data source that can be linked to Excel)
  • Support of different kinds of underlyings (stock, ETF, index, forex, futures options)
  • Discrete dividends
  • … and more.

Works in Excel 2007 and newer or Excel for Mac 2011 and newer, also including Office 365.

For more information see the user guide.

Download Now
  • $99 one-time payment
  • Instant download

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