Workspaces

These Microsoft Excel® spreadsheets determine the at-the-money option and display a table of thirty strikes above and below the at-the-money. The tables consist of market data and the implied volatilities for each of the sixty-one strikes. The... more

This Microsoft Excel® dashboard scans the options on the Eurodollar futures market for volume and ranks the traded volume for each expiry out to three years. The scan covers options traded ten strikes above and below the at-the money option. Then... more