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Options payoff charts for strategies -Excel

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  #1  
Old 17th September 2009, 08:01 PM
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Default Options payoff charts for strategies -Excel

I have attached a file I have done in excel for calculation Options payoff for a portfolio of Options Contracts in a same security. This may be useful in creating option strategies like stradles, strangles etc.

Option traders may find it useful.
Worksheet - notes

The Notes how to use is given in a worksheet named notes.

Worksheet - Calculator
You shud enter your contract decriptions in calculator worksheet. You shud enter in green color cells. Brokarage shud be given in percentage only. Action is nothing but you are buying or selling a call or put. For Buying a call enter BC, Selling a call SC, Buying a put PC, Selling a put SP. Premium is the price of the option when u have entered.


In this sheet itself you will get the p and l for individual contracts plus nett portfolio for various spot market prices.

In the Chart you will get the Pay off chart for individual positions as well as the net portfolio of options.

If find useful reply, I will tell hot to include futures contract in this portfolio payoff.

Since we cannot upload a file more than 100kb, I ave reduced a part of this file. So if u find any mistake pls inform, I will zip the whole file and upload.



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The Following 10 Users Say Thank You to SwamiNathan For This Useful Post:
AW10 (21st September 2009), bala68 (9th November 2009), biggles (17th September 2009), choudri (20th July 2010), rgvinothkumar (17th November 2010), rtandon (20th July 2010), sagar55 (18th September 2009), sibumajumdar (17th September 2009), surya_sun (21st September 2009), yogesh-tiwari (21st September 2009)
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  #2  
Old 17th September 2009, 09:33 PM
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Default Re: Options payoff charts for strategies -Excel

Dear swainathan,
You can upload any file into 4shared dot com and give link to it here.
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Old 21st September 2009, 05:51 AM
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Default Re: Options payoff charts for strategies -Excel

SwamiNathan,
Thanks for sharing such a useful sheet for analyse the Options portfolio.
It has certainly given me more ideas to know the option portfolio.

If I could suggest 1 at this stage then it would be to enhace this to track EOD status of P&L. It can be done by following
1) To a seperate worksheet, get the strike price + CALL/PUT for all contracts as rows
2) Ask user to update the latest /EOD price of those striks
3) Also ask them to enter current value of NIFTY
4) Based on the date given in 2) and 3), calculate the current P&L for each contract in row at the end (say row# 30)
5) plot the data in 4) as one DOT on the line reflecting particular contract, in the graph.

Not sure, if I have been clear enough.. but hope you would have atleast got the direction in which I am thinking.

As suggested, you can upload this file in rapidshare / 4shared sites and post the link here. (preferably in first post)..
As you create advance versions of it, u can keep updateing the link to new version.

Thanks Again and happy trading
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Old 21st September 2009, 08:56 AM
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Default Re: Options payoff charts for strategies -Excel

Dear swaminathan,

Apart from AW i think it is possible to autoupdate of options to linking it to nse site.long time ago i saw an excell file of same here on TJ(though missed the link & sheet).If you develop the file as suggestion by AW then please update it on first post.
Thanks for the excell sheet.
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Old 20th July 2010, 03:09 AM
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Default Re: Options payoff charts for strategies -Excel

This is great. Loved the way the whole thing worked. Do you have any suggestions as to how one accounts for long/short position on underlying asset/equity/asset. would love to hear from you. Best wishes
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Old 20th July 2010, 03:11 AM
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Smile Re: Options payoff charts for strategies -Excel

This is great. Loved the way the whole thing worked. Do you have any suggestions as to how one accounts for long/short position on the underlying asset/equity/asset. would love to hear from you. Best wishes
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Old 29th July 2011, 12:59 PM
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Default Re: Options payoff charts for strategies -Excel

Quote:
Originally Posted by SwamiNathan View Post
I have attached a file I have done in excel for calculation Options payoff for a portfolio of Options Contracts in a same security. This may be useful in creating option strategies like stradles, strangles etc.

Option traders may find it useful.
Worksheet - notes

The Notes how to use is given in a worksheet named notes.

Worksheet - Calculator
You shud enter your contract decriptions in calculator worksheet. You shud enter in green color cells. Brokarage shud be given in percentage only. Action is nothing but you are buying or selling a call or put. For Buying a call enter BC, Selling a call SC, Buying a put PC, Selling a put SP. Premium is the price of the option when u have entered.


In this sheet itself you will get the p and l for individual contracts plus nett portfolio for various spot market prices.

In the Chart you will get the Pay off chart for individual positions as well as the net portfolio of options.

If find useful reply, I will tell hot to include futures contract in this portfolio payoff.

Since we cannot upload a file more than 100kb, I ave reduced a part of this file. So if u find any mistake pls inform, I will zip the whole file and upload.
Thanks Swami its really awesome work by you... keep it up for option traderkind. Great job
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Old 7th March 2012, 10:05 PM
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Default Re: Options payoff charts for strategies -Excel

where is the file? i cant find it
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Old 8th March 2012, 02:21 PM
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Post Re: Options payoff charts for strategies -Excel

I can't Find Also.

Quote:
Originally Posted by obilgetay View Post
where is the file? i cant find it
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Old 13th March 2012, 12:08 PM
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Default Re: Options payoff charts for strategies -Excel

where is the file /

can anybody give buy entry formula/strategy in call/put as my broker does not allow to sell option before buying


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