Hello,
I was wondering if anyone knew of a formula that if given a stock return scenario, it would give you a potential option return? One must exist because many trading program can give you this information live. I am looking to use this in historical data returns in Excel.
For example. XYZ went up 0.45% during the a time period of the day. Is there a formula where I would enter some variables for the option (days trading left, time value, IV, etc) where I would see the potential outcome?
Thanks!
B
I was wondering if anyone knew of a formula that if given a stock return scenario, it would give you a potential option return? One must exist because many trading program can give you this information live. I am looking to use this in historical data returns in Excel.
For example. XYZ went up 0.45% during the a time period of the day. Is there a formula where I would enter some variables for the option (days trading left, time value, IV, etc) where I would see the potential outcome?
Thanks!
B
Formula for theoretical options returns
