black-sholes-with-google-sheets

Black-Scholes derivatives pricing model implementation in Google Sheets. (by BardsWork)

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  • IV Does not Determine Price
    1 project | /r/options | 29 May 2022
    If you want to be convinced, here is a repo of BSM implementation in google sheets (https://github.com/BardsWork/bsm-sheets). You can set it up and play around with different IVs, etc. As you can see, the formula explicitly takes IV and will get you a price. It's not 100% accurate but its close enough.

Stats

Basic black-sholes-with-google-sheets repo stats
1
0
2.6
5 months ago

BardsWork/black-sholes-with-google-sheets is an open source project licensed under MIT License which is an OSI approved license.

The primary programming language of black-sholes-with-google-sheets is JavaScript.


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