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Strategies & Market Trends : How To Write Covered Calls - An Ongoing Real Case Study!

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To: Herman J. Matos who wrote ()3/12/1997 1:14:00 PM
From: David E. Haralson   of 14162
 
Herman -- does your spreadsheet calc the Black-Scholes value.
If it does I might need some help. I am working on a EXCEL worksheet macro to calc the B-S values including Gamma, Lamba, etc. If your worksheet does not calc these values, I will share mine as soon as I figure it all out. I did this about 10 years ago, but I have been able to repeat.

Thanks for all the info, David

P.S. Thanks for the tip on TECD up 1+ today!
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