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To: Jim McMannis who wrote (107894)	4/26/2000 12:21:00 AM
From: TimF	Respond to of 1574843

I found a program on CBOE's website but it is kind of clumsy to use. It limits what you can put in for different variables. Tim

To: Jim McMannis who wrote (107894)	4/26/2000 12:52:00 AM
From: TBF	Read Replies (1) \| Respond to of 1574843

A good book on option pricing formulas is "the Complete Guide to Option Pricing Formulas" by Espen Gaardre Haug. It even includes a disk with templates on EXCEL. It can calculate a lot of exotic options as well as standard options using Black Scholes or other formulas. The book is about $50, but cheaper from Amazon or B&N on line. One can spend many many hours programming the well known formulas for option pricing. In this respect, the book is a bargain. I have used it from time to time to assist in knowing when covered calls had an acceptable "expected value".