Options & Derivatives Financial Models & Templates

Excel Calculators

Educational Excel template for variance swap fair strikes using a simplified approximation. Enter ATM vol,...

Excel Calculators

Calculate cash-or-nothing and asset-or-nothing option prices using Black-Scholes. Includes invariant checks and vanilla option references.

Excel Calculators

Price chooser options with live Black-Scholes formulas. Calculates option value, call/put components, and straddle discount...

Excel Calculators

Professional swaption pricing using Black's model. Calculate premiums, Greeks, and parity checks with this free...

Excel Calculators

Calculate option time decay with this Theta Decay Calculator Excel template. Includes theta, extrinsic value,...

Excel Calculators

Analyze long strangle options positions with this Excel template. Calculate breakeven prices, max loss, and...

Excel Calculators

Calculate short call option metrics using Black-Scholes pricing. Includes entry credit, breakeven price, and risk/reward...

Excel Calculators

Analyze short put options with this Excel template. Calculate entry credit, breakeven, max profit, and...

Excel Calculators

Price European options with the Black-Scholes-Merton formula. Shows BSM price, d1, d2, N(d1), N(d2), and...

Excel Calculators

Professional Excel template for calculating long put option P/L, breakeven, and risk metrics. Enter your...

Excel Calculators

Decompose option premium into intrinsic and time value using Black-Scholes pricing. Includes ITM/ATM/OTM classification.

Excel Calculators

Professional Excel template for analyzing long call option positions with live formulas for entry cost,...