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Technology Stocks : Dell Technologies Inc.
DELL 133.35+0.1%Nov 28 9:30 AM EST

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To: Mark Peterson CPA who wrote (90962)1/25/1999 9:25:00 AM
From: Lee  Read Replies (2) of 176387
 
Hello Mark Peterson,..Re:. For those of you interested in options pricing models and Nasdaq Level II trading, consider ATFinancial software. It costs about $2,000 per year

We have an options trading Excel spreadsheet with DDL links to the US bond option prices. This spreadsheet can be used with real-time prices; however, I found that because bond options don't generally trade that fast, that it could be better used if I came up with a possible shopping list and then run it off-line, (faster).

The spreadsheet has small graphs for whatever option is selected. Theoretical value is displayed as a dashed line and actual value as a solid line. When volatility causes a distortion between theoretical value and actual, it is very apparent graphically. Volatility can also be changed to adjust the theoretical.

The spreadsheet also plots spreads on a single graph, i.e. if you sell a call and buy a put or sell a call and buy a further out or closer in call. It was very useful for bond options but only worked with cable data from Signal. So when we transferred to BMI, it could not be used. However, we've gone back to Signal and I'm hoping hubby (he's the creator) will modify for stock options. Takes a lot of CPU time when running on-line but it's free. <g>

Regards,

Lee
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