VBA Code: Function d1(UP, SP, T, r, V, D) d1 = (Log(UP / SP) + (r - D + 0.5 * V ^ 2) * T) / (V * (Sqr(T))) End Function Function Nd1(UP, SP, T, r, V, D) Nd1 = Exp(-(d1(UP, SP, T, r, V, D) ^ 2) / 2) / (Sqr(2 * 3.14159265358979)) End Function Function d2(UP, SP, T, r, V, D) d2 = d1(UP, SP, T, r, V, D) - V * Sqr(T) End Function Function Nd2(UP, SP, T, r, V, D) Nd2 = Application.NormSDist(d2(UP, SP, T, r, V, D)) End Function Function CallPrice(UP, SP, T, r, V, D) CallPrice = Exp(-D * T) * UP * Application.NormSDist(d1(UP, SP, T, r, V, D)) - SP * Exp(-r * T) * Application.NormSDist(d1(UP, SP, T, r, V, D) - V * Sqr(T)) End Function Function PutPrice(UP, SP, T, r, V, D) PutPrice = SP * Exp(-r * T) * Application.NormSDist(-d2(UP, SP, T, r, V, D)) - Exp(-D * T) * UP * Application.NormSDist(-d1(UP, SP, T, r, V, D)) End Function Function CallDelta(UP, SP, T, r, V, D) CallDelta = Application.NormSDist(d1(UP, SP, T, r, V, D)) End Function Function PutDelta(UP, SP, T, r, V, D) PutDelta = Application.NormSDist(d1(UP, SP, T, r, V, D)) - 1 End Function Function CallTheta(UP, SP, T, r, V, D) CT = -((UP * V * Nd1(UP, SP, T, r, V, D)) / (2 * Sqr(T)) - r * SP * Exp(-r * (T)) * Nd2(UP, SP, T, r, V, D)) CallTheta = CT / 365 End Function Function OptionGamma(UP, SP, T, r, V, D) OptionGamma = Nd1(UP, SP, T, r, V, D) / (UP * (V * Sqr(T))) End Function Function OptionVega(UP, SP, T, r, V, D) OptionVega = 0.01 * UP * Sqr(T) * Nd1(UP, SP, T, r, V, D) End Function Function PutTheta(UP, SP, T, r, V, D) PT = -(UP * V * Nd1(UP, SP, T, r, V, D)) / (2 * Sqr(T)) + r * SP * Exp(-r * (T)) * (1 - Nd2(UP, SP, T, r, V, D)) PutTheta = PT / 365 End Function Function CallRho(UP, SP, T, r, V, D) CallRho = 0.01 * SP * T * Exp(-r * T) * Application.NormSDist(d2(UP, SP, T, r, V, D)) End Function Function PutRho(UP, SP, T, r, V, D) PutRho = -0.01 * SP * T * Exp(-r * T) * (1 - Application.NormSDist(d2(UP, SP, T, r, V, D))) End Function Function CallIV(UP, SP, T, r, MP, D) Mx = 5 Mn = 0 Do While (Mx - Mn) > 0.0001 If CallPrice(UP, SP, T, r, (Mx + Mn) / 2, D) > MP Then Mx = (Mx + Mn) / 2 Else: Mn = (Mx + Mn) / 2 End If Loop CallIV = (Mx + Mn) / 2 End Function Function PutIV(UP, SP, T, r, MP, D) Mx = 5 Mn = 0 Do While (Mx - Mn) > 0.0001 If PutPrice(UP, SP, T, r, (Mx + Mn) / 2, D) > MP Then Mx = (Mx + Mn) / 2 Else: Mn = (Mx + Mn) / 2 End If Loop PutIV = (Mx + Mn) / 2 End Function

@durgeshpawar3112

Жыл бұрын

Nice sir

@princemobile4527

Жыл бұрын

Sir mere liye ek excel sheet bana denge may payment kar dunga oi ka

@nagadeeplaxmanrao1919

10 ай бұрын

Sir can you please provide excel

@nagadeeplaxmanrao1919

10 ай бұрын

Please

@jharneshwarglobal9223

10 ай бұрын

Hi

superb

Thank you sir

Good sir

Very nice sir ❤❤❤

Sabse pahle mene apke video se sikha tha 1 year pahle bahut mast bhai Apke sabhi video dekhe he bhai thanks for video

@ShreeVed11-wq5yq

2 ай бұрын

Kya aap sheet muze mail kar saktye he sir

Thank you.

Sir, please make a video on iv percentile calculation of stocks in excel. Thanks

Sir , please check the calculation it's showing wrong values for all option greeks , I have checked 7 trading sessions but these calculation shows wrong direction only ... Check your greeks formulas ...

Sir, Gamma & Vega will be different for Call and Put it cannot be same it changes as per the Change in LTP

Sir nice vedio…but i want to find out call vega and put vega separtaly…can you pls make a function for that…

How to extract realtime average greeks of OTM call and put option ?

Please add max pain row with option chain. If we take 10 strikes there should be 21 rows, as one row with max pain in middle. Pls help on How to auto color ITM row. 🙏🙏

Sir, how can we calculate CallVega and PutVega differently? it is showing same here. Also it is same for Gamma.

Sir please advance excel sheet wale vba code bhi share kar dijiye please.

Agla video agle saal me dekhne milega

Sir Where can i got VBA Code for Greeks ?

Sir

Aaya tha roshni achanak, khil utha tha maan, ☺️gayab bhi ho gaya, dukhi hua....😔

@MrVikasingh1210

11 ай бұрын

Wah wah mahan kavi Aahat

Latest excel kase download kare ...link send please

sir mujhe oi excel banana hai aap bana denge plz

But ye sab to sensibull mein fiya hota hi, iska fayada kya hi?

dear sir aap ko mene mail kiya tha i am awaiting ur positive reply

PLEASE SEND EXCEL SHEET LINK

Nahi ban rahi a to z tak Shikhye pls

Sir Call put Vega is not same ,u have shown both CE/ PE Vega in same coloumn. How we can calculate separate value for Ce vega PE vega

@shanukhan-me5nl

10 ай бұрын

Yes plz show how to calculate ce/pe separately

Why don't you share the file? We do not want to learn technicalities. We want to make some money with this data for our families. Itna sikh ke kya karenge?

Hello Sir nice VDO !!! Will you please elaborate on how to fetch & print Nifty Option data Open High Low Close in excel. If possible how to set it up so that latest value will be on top let's say It should get printed in 3rd row starting from B3. say current time is 09:30:15 am. So, how to code, so that I will see the data in excel in following format. Instrument Bank Nifty 45000 CE. A B C D E F 1 2 Time OPEN HIGH LOW CLOSE 3 9:30 101 103 95 * 4 9:25 118 132 93 100 5 9:20 104 116 102 116 6 9:15 98 108 92 106 * it will show LTP of the 45000CE How to get the data printed every 5 minutes ( new row will be added in every 5 minutes & the next row that will get printed will be 09:35 in B3 ) & the data in it should keep refreshing every second.

Sir, bacho ko sidha excel sheet ka link share kar do. Aapne aap change karte rahenge.😂😂😂

Just show off... No one shares actuall excel file created

not able to calculate greeks getting error "#VALUE!" please help kindly waiting for your response @Saluja Fintech

Aapka contact number milega

Thank you sir