Icon of program: XOption

XOption for Windows

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Editors’ Review

Download.com staff
XOPTION is an Excel add-in that provides comprehensive pricing for American and European stock, index, and currency options. It computes implied volatility and all 'Greeks', integrating seamlessly into any worksheet model for robust financial analysis.

  • Pros

    • Directly callable from any Excel worksheet cell.
    • Prices American and European stock, index, and currency options.
    • Computes implied volatility for European options.
    • Calculates all 'Greeks' (Delta, Gamma, Theta, Vega, Rho).
    • Uses stable Crank-Nicolson method for American option solving.

  • Cons

    No Cons available

Icon of program: XOption

XOption for Windows

Download now

Used XOption for Windows?

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Full Specifications

GENERAL
Release
Latest update
Version
1.0
OPERATING SYSTEMS
Platform
Windows
Operating System
  • Windows 2000
  • Windows 10
  • Windows 95
  • Windows ME
  • Windows 98
  • Windows XP
Additional Requirements
Windows 95/98/Me/2000/XP, MS Excel 97
POPULARITY
Total Downloads
1,836
Downloads Last Week
3
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Developer’s Description

By ExcelQuant
Price American and European stock options, stock index options, and currency options.
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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