Home

MoosieFinance - Spreadsheets
Most of the spreadsheets listed here (with the exception of TWRR.xls) are for use in trading stock options. They have an embedded Black-Scholes calculator. To get this to run, you must enable macros when Excel asks.

The author of the Black-Scholes VBA code is Peter McPhee, the owner of optiontradingtips.com, and he has graciously allowed me to use it in my spreadsheets.

Questions? Email me
Spreadsheet Description
TWRR TWRR is a portfolio performance measurement that avoids the skewing effect of cash flows into and out of the portfolio.
Covered Calls Analyze covered calls to determine the best strike, expiration, and risk vs. reward, even across multiple companies.
Put Writing Similar to covered_call.xls, but for put writing.
Covered Strangle A covered strangle consists of a written put at the lower strike, and a covered call at the higher strike. Functionally equivalent to two written puts, or two covered calls.
Rolling Covered Calls This sheet helps determine the best follow up action for an existing covered call position.
Bullish Vertical Spread A vertical spread consists of two puts, or two calls, one long and one short, at different strikes, in the same expiration month.

A Bullish Vertical is one where the lower strike option is long, and the higher strike option is short.
Diagonal Spread A diagonal (bull call) spread consists of a long LEAP at the lower strike, and successive short calls at a higher strike, with near-term expirations. As they expire, a new call is written a few months further out.

This sheet is different from the other option sheets. It allows full tracking of each trade throughout the life of the position, as well as forecasting the outcome of all future trades through to LEAP expiration.
Option Profit/Loss Charting w/Probability Graph up to 8 legs, showing individual legs and the multi-leg strategy as a whole. Shows the familiar profit/loss chart at expiration. Also shows an overlaid probability distribution of the likelihood of underlying stock price at expiration.
Option Profit/Loss Charting -- Advanced Same as Option Profit/Loss Charting w/Probability, but this one enables temporarily excluding legs (positions) from the calculation; optionally shows interim values, not just at expiration; optionally shows the individual legs as well as the overall position.