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perfect .. thanks very much
----- Original Message -----
From: "Alex Matulich" <alex@xxxxxxxxxxxxxx>
To: "Chris Evans" <evanscje@xxxxxxxxxxxxx>
Cc: <omega-list@xxxxxxxxxx>
Sent: Thursday, August 22, 2002 12:25 PM
Subject: Re: Options
> 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
>
>
> --
> ,|___ Alex Matulich -- alex@xxxxxxxxxxxxxx
> // +__> Director of Research and Development
> // \
> // __) Unicorn Research Corporation -- http://unicorn.us.com
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