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Ah nice, I'll have to try that Jim, thanks for posting that. Question for you - where do you pull the dividend rate for the SPX? Right now, I'm just plugging assumptions for both the dividend rate and interest free rate. The Yield rtd function doesn't pull a value on the index.

no - I use the rtd function to pull individual IV options. If they don't pull in, then the graph crashes. I don't derive IV. I guess I could set it to a default if there is an error but honestly haven't played with it recently. Too many projects going on!

VERY close. :) See attached.

I've actually gotten decently close to TOS values. You have to pull in the individual IV's of each option and run the calculation for each individual option across the axis in the black scholes equations. I do this with the rtd function in excel and import from TOS. I don't try to derive IV.

I'm actually working on my own version of a similar sheet that will calculate the expiration and t+0 lines. Not near ready enough to share but I did put together a tab detailing the Black Scholes calculation. I have actually converted it to a VBA user defined function to keep the numerous...

Are you referring to this? (See attached). It's all in the same expiration.

status1 - just right click on the order and choose 'Analyze trade.' It will put it into the Risk Graph. This may also be helpful.

Looking forward to it Igi! This will be my 2nd tranche.

For the un-indoctrinated; a description of what the spreadsheet does would be helpful.

I'm not yet subscribed to the trade alerts as I wanted to learn about the trade first. So it would appear it's in the subscriber area? I get an error when I try that link. "Oops! We ran into some problems. You do not have permission to view this page or perform this action."

I'm a bit new to the site. Where do I find it?

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