OptionsPro Excel Suite
A self-contained options analysis workbook. Pricing, Greeks, payoff simulation and risk sizing, all running natively inside Excel, offline, anywhere.
🎁 Free with any Rising Gamma account, no payment required.
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Offline, Always
No internet, no API calls, no sign-in barriers once downloaded. All pricing, Greeks and payoff calculations run locally inside Excel, the file works on a plane, in a trading pit, or behind a corporate firewall.
Macro-Free & Safe
Plain .xlsx format, no macros, no .xlsm, no VBA. The workbook ships as a clean, signed-friendly Office file that corporate IT and antivirus tools accept without warnings. Calculation cells are protected so you can't accidentally break the model while you work.
Plug Into Your Workflow
Copy the sheets into your own workbooks, link them to your broker exports, or feed them with live prices via your preferred data add-in. It's Excel, it composes with whatever you already use.
What's Inside
Six dedicated worksheets, each solving a distinct problem in options analysis, from single-contract pricing to full strategy construction and position sizing.
Black & Scholes Pricing
Price any call or put from a single strike. Set underlying price, strike, volatility, risk-free rate and days to expiry, get the theoretical premium instantly, with put-call parity cross-check.
Full Strike Chain & Greeks
Generate an entire strike ladder in one pass. For each price level get call and put premium plus Δ (delta), Γ (gamma), ν (vega), ρ (rho) and Θ (theta). Pick your price scale, starting level and let the sheet do the rest.
Strategy Payoff Visualizer
Combine up to four legs (sell call, buy call, sell put, buy put) with independent strikes, premiums and contract sizes. Payoff at expiration renders instantly with a green profit zone and a red loss zone so the break-even is obvious at a glance.
Normal Volatility Model
Estimate expected price variation under a normal return distribution. Plug in the underlying price and a standard deviation and read off the confidence intervals that matter for your stop-loss and target decisions.
Burn-out Price Calculator
The critical price at which a naked sold option would fully deplete your trading account. Essential for position sizing on short premium strategies, know your line in the sand before you trade.
Sell Simulation
Simulate the full lifecycle of a short option trade: contracts sold, premium collected, current exposure and realized P&L. Walk a live position through scenarios before committing capital.
Built For
Active Traders
Quick what-if analysis between market opens. Size short premium trades, build a vertical, or stress-test a straddle in the time it takes to refill your coffee.
Students & Educators
A clean, fully transparent Black & Scholes implementation alongside Greeks and payoff diagrams. Ideal for courses in derivatives, risk management and quantitative finance.
Portfolio Managers
Integrate the sheets into your existing risk workbooks. The Greeks ladder feeds directly into hedging overlays and the burn-out tool gives you a hard sizing constraint for naked short positions.
No payment, no credit card. The Excel Suite is yours to keep.