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Strategy Modelling Tool

The Strategy Modelling Tool can be used to:

  • calculate theoretical fair value for options over equities, indices and futures
  • calculate implied volatility of an option price
  • calculate theoretical fair value using the binomial or Black Scholes pricing model
  • calculate theoretical fair value for American or European exercise options
  • show "greeks" in a diagram or table form
  • plot payoff diagrams and tables
  • compare strategies
  • compare pricing models
  • assess optimal early exercise
More about the Strategy Modelling Tool.

For details on how to use the Strategy Modelling Tool, please refer to the Instructions for use.

Please read the terms of use before you download the program. Downloading the Strategy Modelling Tool indicates your acceptance of the terms of use.

Download the tool to your PC (EXE 2.5mb). Microsoft Excel ('97 or above) needs to be installed on your PC to run the model. Once the tool has been installed on your hard drive you can construct, and save, your own strategies/scenarios.

To download the file follow the procedure outlined below:
  • click the Download link above
  • choose a directory to save the StrategyModellingTool.exe to, or save it to your desktop (recommended)
  • double click the file you have just downloaded to install the Strategy Modelling Tool

To enable you to access ASX option codes, download the Option code list. This .csv file should be downloaded to the same directory the Strategy Modelling Tool spreadsheet is in.

The 'factory settings' on the tool are designed for a PC with a 1024 x 768 graphics card. The settings can be changed. See Strategy Modelling Tool FAQs.

This ASX tool is sourced from Peter Hoadley who can be contacted from his website at http://www.hoadley.net/options.

 

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