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Evans wrote:
>I'm looking for the simplest of options programs to calc delta,
>theta etc. on options on S&P futures .. I'll even pay something for
>it - Does anyone have a favorite program?
I have some simple macros I wrote in Excel to do this.
Download at http://unicorn.us.com/trading/optiongreeks.xls
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,|___ Alex Matulich -- alex@xxxxxxxxxxxxxx
// +__> Director of Research and Development
// \
// __) Unicorn Research Corporation -- http://unicorn.us.com
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