Unfortunately, my own spreadsheet that I can't share. Normally I would not think about sharing it, but due to the fact that we are using it to manage money my partners would be really annoyed if I shared it.
However, it is not that complicated to build. What you need to do is scenario building. Of course it assumes that you have an understanding of pricing.
GNumeric has a good set of libraries with option pricing already built in.
Christian
--- In OptionClub@yahoogro
>
> Christian,
> How do you do this overlay?
>
>
> """If I overlay the stock movement on the option price action I see that implvol is slowly being sucked out (incl theta decay) as time passed. """
>
>
> With a big drop being earnings. Though I would add that should not surprise anybody.
>
> Christian Gross
>
> --- In OptionClub@yahoogro
> >
> > Did anyone think it was strange that Between yesterday and today and now,, the AAPL Call and most put Options were over 100% less than their theoretical value, Someone explain please
> >
> > I had one that theoretically it should have been $3.90 and it hit a high of 1.60 for a split second at the opening and has been totally wrong ever since and after looking at all of the NOV chain its all wrong
> >
> > What the Hell!
> >
> > Noel
> >
>
>
>
>
> ------------
>
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