4Options Matrix 3.1

4Options Matrix 3.1 is an Excel Application that leads to :
- pricing
- analysing
- forecasting
- hedging
an until 8 different european style options portfolio.



SIX SHEETS TO PROVIDE A GLOBAL VIEW OF YOUR POSITIONS


1- First of all, a matrix that evaluates an option portfolio with current market prices and that forecasts portfolio value for different undelying prices and for different dates to maturity.
Parameters can be changed to see how portfolio perspectives move.



2- Then, a pricing matrix to grasp how option portfolio would react for several spot prices from now to expiry. Deltas and Gammas are computed from priced positions, not from derivative functions.




3- Now the delta hedged position matrix which shows how to delta hedge the whole portfolio using the underlying.



4- Standard Vega Matrix is then computed for different dates and spot levels.

5- Every deltas and gamma are computed for different spot levels and dates.



6- Here we have the ability to price the whole portfolio, including volatility skews and smiles.



THE NEXT 6 SHEETS ARE 3D GRAPHS














Learn how to price, analyze, forecast and hedge your positions.