Black Scholes Option Pricing Model
Hello Folks
Here is a Black Scholes Option Pricing Model that includes CALLs, PUTs, and the Greeks plus a vi to create an option chain.
If someone could translate this to native LV code OR possibly a DLL it would benifit interested traders, It was developent on a professional version platform using the MatLabscript node.
The zip file contains the BSM, a web browser app for quick stock lookups, and some symbol files. You will need to tweak the Research VI a little to point it to the symbol file.
I pulled these out of a woking app so other than the minor tweeks everything was working....
Best Regards
Tim C.
1:30 Seconds ARRRGHHH!!!! I want my popcorn NOW! Isn't there anything faster than a microwave!
Attachments:
OptionTradingWorkbook.zip 59 KB
BSM and Research.zip 543 KB
Here are the sub vi's to the research VI. These VIs are the old version of calulating the Call and Put before I finalized the mod to the BSM matscript. The reason i included it was so th euser could get the implied volatility formula to add to the BSM updated model.
The intent of releasing this was simply to get it out ot folks in the hopes of saving a bunch of research and testing.....
Best regards
Tim C.
1:30 Seconds ARRRGHHH!!!! I want my popcorn NOW! Isn't there anything faster than a microwave!
Attachments:
Option Put Price and Greeks old version.zip 351 KB
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HevnLgh
I work on behalf of HP
Please click “Accept as Solution” if you feel my post solved your issue, it will help others find the solution.
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MelHI,
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