Graphing a P&L for an options portfolio
This spreadsheet model graphs the P&L at expiration resulting from a given portfolio of options in the same stock with the same expiry. I found this very useful when reading about options trading strategies - and while the graphs are there in the books, this is meant for those who need to check for themselves.
Graphing the P&L from a strategy
By Mukul Pareek
Using this spreadsheet, you can check out what a straddle, a butterfly and a bull spread means, play with synthetics - you enter the options positions on the top and at the bottom you get to see the P&L graph resulting from the position. But remember - this is not a valuation model - the graph shows the P&L if the options are held to expiration.
Also, I have provided space for 6 positions, which was sufficient for me, and one can select long and short positions in stocks, calls and puts.
The spreadsheet can be downloaded here, and is completely unprotected so you can modify it to fit your needs.
Here is a screenshot of the model:
Graphing the P&L from a strategy
By Mukul Pareek
Using this spreadsheet, you can check out what a straddle, a butterfly and a bull spread means, play with synthetics - you enter the options positions on the top and at the bottom you get to see the P&L graph resulting from the position. But remember - this is not a valuation model - the graph shows the P&L if the options are held to expiration.
Also, I have provided space for 6 positions, which was sufficient for me, and one can select long and short positions in stocks, calls and puts.
The spreadsheet can be downloaded here, and is completely unprotected so you can modify it to fit your needs.
Here is a screenshot of the model:
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