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{"sheet":"Basic","index":1,"n_rows":18,"n_cols":12,"rows_kept":18,"cut":false,"hidden":false,"merged":[]}
[null,null,null,null,null,"Cette page donne le prix théorique et les grecs d'un call et d'un put en fonction des paramètres définis par l'utilisateur"]
[]
[null,"Underlying Price",100,"Cours actuel du sous jacent",null,null,null,null,null,null,null,"<-- Cellules jaunes, à modifier en fonction des besoins"]
[null,"Exercise Price",111,"Prix d'exercice de l'option : prix auquel s'échangera le sous-jacent à l'échéance",null,null,null,null,null,null,null,"<-- Cellules bleues, résultats obtenus en fonction des données entrées dans les cellules jaunes"]
[null,"Today's Date",{"$f":"TODAY()","v":"2013-10-04"}]
[null,"Expiry Date",{"$f":"C5+30","v":"2013-11-03"},"Date d'expliration de l'option"]
[null,"Historical Volatility",0.25,"Volatilité historique du sous-jacent"]
[null,"Risk Free Rate",0.05,"Taux d'intérêt sans risque pour la zone et la période considérée"]
[null,"Dividened Yield",0.02,"Taux de dividende versé par le sous-jacent"]
[null,"DTE (Years)",{"$f":"(C6-C5)/365","v":8.2191780821917804E-2}]
[]
[null,null,"Call Option","Put Option"]
[null,"Theoretical Price",{"$f":"CallOption(C3,C4,C10,C8,C7,C9)","v":{"$error":"#NAME?"}},{"$f":"PutOption(C3,C4,C10,C8,C7,C9)","v":{"$error":"#NAME?"}},"Prix théorique de l'option d'après le modèle de B&S, avec les paramètres ci-dessus"]
[null,"Delta",{"$f":"CallDelta(C3,C4,C10,C8,C7,C9)","v":{"$error":"#NAME?"}},{"$f":"Putdelta(C3,C4,C10,C8,C7,C9)","v":{"$error":"#NAME?"}},"Sensibilité du prix de l'option à une variation donnée du cours du sous-jacent"]
[null,"Gamma",{"$f":"Gamma(C3,C4,C10,C8,C7,C9)","v":{"$error":"#NAME?"}},{"$f":"Gamma(C3,C4,C10,C8,C7,C9)","v":{"$error":"#NAME?"}},"Sensibilité du delta de l'option à une variation donnée du cours du sous-jacent"]
[null,"Theta",{"$f":"CallTheta(C3,C4,C10,C8,C7,C9)","v":{"$error":"#NAME?"}},{"$f":"PutTheta(C3,C4,C10,C8,C7,C9)","v":{"$error":"#NAME?"}},"Sensibilité du prix de l'option au passage du temps"]
[null,"Vega",{"$f":"vega(C3,C4,C10,C8,C7,C9)","v":{"$error":"#NAME?"}},{"$f":"vega(C3,C4,C10,C8,C7,C9)","v":{"$error":"#NAME?"}},"Sensibilité du prix de l'option à une variation donnée de la volatilité du sous-jacent"]
[null,"Rho",{"$f":"CallRho(C3,C4,C10,C8,C7,C9)","v":{"$error":"#NAME?"}},{"$f":"PutRho(C3,C4,C10,C8,C7,C9)","v":{"$error":"#NAME?"}},"Sensibilité du prix de l'option à une variation donnée des taux d'intérêt"]

{"sheet":"MultipleStrikes","index":2,"n_rows":39,"n_cols":10,"rows_kept":39,"cut":false,"hidden":false,"merged":[[10,0,10,9],[25,0,25,9],[11,0,11,1],[11,5,11,9],[26,0,26,1],[26,5,26,9]]}
[null,null,null,null,null,"Cette page donne les prix et les grecs d'options de strikes variés pour un même cours du sous-jacent"]
[{"$f":"Basic!C3","v":100},"Underlying Price"]
[{"$f":"Basic!C5","v":"2013-10-04"},"Today's Date",null,null,null,null,"<-- Cellules jaunes, à modifier en fonction des besoins"]
[{"$f":"Basic!C7","v":0.25},"Historical Volatility",null,null,null,null,"<-- Cellules bleues, résultats obtenus en fonction des données entrées dans les cellules jaunes"]
[{"$f":"Basic!C6","v":"2013-11-03"},"Expiry Date"]
[{"$f":"Basic!C8","v":0.05},"Risk Free Rate",null,null,null,90,"Strike"]
[{"$f":"Basic!C9","v":0.02},"Dividend Yield",null,null,null,2,"Strike increment"]
[{"$f":"A5-A3","v":30},"DTE"]
[{"$f":"A8/365","v":8.2191780821917804E-2},"DTE in Years"]
[]
["Call Options"]
[null,null,"Theoretical","Market","Implied","Option Greeks"]
["Strike Prices",null,"Price","Price","Volatility","Delta","Gamma","Vega","Theta","Rho"]
[{"$f":"A15-$F$7","v":80},{"$f":"IF(A14<$A$2,\"ITM\",IF(A14=$A$2,\"ATM\",\"OTM\"))","v":"ITM"},{"$f":"CallOption($A$2,A14,$A$9,$A$6,$A$4,$A$7)","v":{"$error":"#NAME?"}},null,{"$f":"ImpliedCallVolatility($A$2,A14,$A$9,$A$6,D14,$A$7)","v":{"$error":"#NAME?"}},{"$f":"CallDelta($A$2,A14,$A$9,$A$6,$A$4,$A$7)","v":{"$error":"#NAME?"}},{"$f":"Gamma($A$2,A14,$A$9,$A$6,$A$4,$A$7)","v":{"$error":"#NAME?"}},{"$f":"vega($A$2,A14,$A$9,$A$6,$A$4,$A$7)","v":{"$error":"#NAME?"}},{"$f":"CallTheta($A$2,A14,$A$9,$A$6,$A$4,$A$7)","v":{"$error":"#NAME?"}},{"$f":"CallRho($A$2,A14,$A$9,$A$6,$A$4,$A$7)","v":{"$error":"#NAME?"}}]
[82,{"$f":"IF(A15<$A$2,\"ITM\",IF(A15=$A$2,\"ATM\",\"OTM\"))","v":"ITM"},{"$f":"CallOption($A$2,A15,$A$9,$A$6,$A$4,$A$7)","v":{"$error":"#NAME?"}},null,{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"}]
[84,"ITM",{"$f":"CallOption($A$2,A16,$A$9,$A$6,$A$4,$A$7)","v":{"$error":"#NAME?"}},null,{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"}]
[86,{"$f":"IF(A17<$A$2,\"ITM\",IF(A17=$A$2,\"ATM\",\"OTM\"))","v":"ITM"},{"$error":"#NAME?"},null,{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"}]
[{"$f":"A19-$F$7","v":88},"ITM",{"$error":"#NAME?"},null,{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"}]
[{"$f":"F6","v":90},"ITM",{"$error":"#NAME?"},null,{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"}]
[{"$f":"A19+$F$7","v":92},"ITM",{"$error":"#NAME?"},null,{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"}]
[{"$f":"A20+$F$7","v":94},"ITM",{"$error":"#NAME?"},null,{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"}]
[96,"ITM",{"$error":"#NAME?"},null,{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"}]
[98,"ITM",{"$error":"#NAME?"},null,{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"}]
[100,"ATM",{"$error":"#NAME?"},null,{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"}]
[]
["Put Options"]
[null,null,"Theoretical","Market","Implied","Option Greeks"]
["Strike Prices",null,"Price","Price","Volatility","Delta","Gamma","Vega","Theta","Rho"]
[{"$f":"A14","v":80},{"$f":"IF(A29<$A$2,\"OTM\",IF(A29=$A$2,\"ATM\",\"ITM\"))","v":"OTM"},{"$f":"PutOption($A$2,A29,$A$9,$A$6,$A$4,$A$7)","v":{"$error":"#NAME?"}},null,{"$f":"ImpliedPutVolatility($A$2,A29,$A$9,$A$6,D29,$A$7)","v":{"$error":"#NAME?"}},{"$f":"Putdelta($A$2,A29,$A$9,$A$6,$A$4,$A$7)","v":{"$error":"#NAME?"}},{"$f":"Gamma($A$2,A29,$A$9,$A$6,$A$4,$A$7)","v":{"$error":"#NAME?"}},{"$f":"vega($A$2,A29,$A$9,$A$6,$A$4,$A$7)","v":{"$error":"#NAME?"}},{"$f":"PutTheta($A$2,A29,$A$9,$A$6,$A$4,$A$7)","v":{"$error":"#NAME?"}},{"$f":"PutRho($A$2,A29,$A$9,$A$6,$A$4,$A$7)","v":{"$error":"#NAME?"}}]
[82,"OTM",{"$error":"#NAME?"},null,{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"}]
[84,"OTM",{"$error":"#NAME?"},null,{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"}]
[86,"OTM",{"$error":"#NAME?"},null,{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"}]
[88,"OTM",{"$error":"#NAME?"},null,{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"}]
[90,"OTM",{"$error":"#NAME?"},null,{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"}]
[92,"OTM",{"$error":"#NAME?"},null,{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"}]
[94,"OTM",{"$error":"#NAME?"},null,{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"}]
[96,"OTM",{"$error":"#NAME?"},null,{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"}]
[98,"OTM",{"$error":"#NAME?"},null,{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"}]
[100,"ATM",{"$error":"#NAME?"},null,{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"},{"$error":"#NAME?"}]

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[]
[null,"Strat1","Strat2","Strat3","Strat4","Strat5","Strat6","Strat7","Strat8","Strat9","Strat10","Total",null,111,"Underlying Price"]
["Contracts",2,1,2,2,-6,5,null,null,null,null,null,null,"2011-05-15","Today's Date"]
["Type","Calls","put","put","put","put","put",null,null,null,null,null,null,0.25,"Historical Volatility"]
["Strike",100,111,232,232,222,111,null,null,null,null,null,null,"2013-09-13","Expiry Date"]
["Calculated Premium",{"$f":"IF(ISBLANK(B4),0,IF(LEFT(B4,1)=\"c\",CallOption($N$2,B5,$N$9,$N$6,$N$4,$N$7),PutOption($N$2,B5,$N$9,$N$6,$N$4,$N$7)))","v":24.726885887705734},12.176543900493677,101.4144278551785,101.4144278551785,92.783796763096277,12.176543900493677,0,0,0,0,null,null,0.05,"Risk Free Rate"]
["Override Premium",null,null,null,null,null,null,null,null,null,null,null,null,0.02,"Dividend Yield"]
["Premium Used",{"$f":"IF(ISBLANK(B7),B6,B7)","v":24.726885887705734},{"$f":"IF(ISBLANK(C7),C6,C7)","v":12.176543900493677},101.4144278551785,101.4144278551785,92.783796763096277,12.176543900493677,0,0,0,0,{"$f":"SUMPRODUCT(B8:K8,B3:K3)","v":-28.532033979490102},"Total Cost",{"$f":"N5-N3","v":852},"DTE"]
["Delta",{"$f":"IF(ISBLANK(B4),0,IF(LEFT(B4,1)=\"s\",1*B3,IF(LEFT(B4,1)=\"c\",CallDelta($N$2,B5,$N$9,$N$6,$N$4,$N$7)*B3,Putdelta($N$2,B5,$N$9,$N$6,$N$4,$N$7)*B3)))","v":1.4150891530735044},-0.33793380051718475,-1.794475221102249,-1.794475221102249,5.2975680759822703,-1.6896690025859238,0,0,0,0,{"$f":"SUM(B9:K9)","v":1.0961039837481681},"Position Delta",{"$f":"N8/365","v":2.3342465753424659},"DTE in Years"]
["Gamma",{"$f":"IF(ISBLANK(B4),0,IF(LEFT(B4,1)=\"s\",0,Gamma($N$2,B5,$N$9,$N$6,$N$4,$N$7)*B3))","v":1.4563860783923261E-2},8.3728540505879964E-3,5.3547990900186717E-3,5.3547990900186717E-3,-1.9094789806533417E-2,4.1864270252939983E-2,0,0,0,0,{"$f":"SUM(B10:K10)","v":5.6415793460955169E-2},"Position Gamma"]
["Theta",{"$f":"IF(ISBLANK(B4),0,IF(LEFT(B4,1)=\"s\",0,IF(LEFT(B4,1)=\"c\",CallTheta($N$2,B5,$N$9,$N$6,$N$4,$N$7)*B3,PutTheta($N$2,B5,$N$9,$N$6,$N$4,$N$7)*B3)))","v":-2.1498903598422325E-2},-4.0812704395028791E-3,3.8507617218245457E-2,3.8507617218245457E-2,-0.10444917790206312,-2.0406352197514396E-2,0,0,0,0,{"$f":"SUM(B11:K11)","v":-7.3420469701011806E-2},"Position Theta",null,"Saved Strategies : ",5]
["Vega",{"$f":"IF(ISBLANK(B4),0,IF(LEFT(B4,1)=\"s\",0,vega($N$2,B5,$N$9,$N$6,$N$4,$N$7)*B3))","v":1.0471507675914262},0.60201348228229534,0.38501342882930345,0.38501342882930345,-1.3729274194230559,3.0100674114114767,0,0,0,0,{"$f":"SUM(B12:K12)","v":4.0563310995207491},"Position Vega"]
["Rho",{"$f":"IF(ISBLANK(B4),0,IF(LEFT(B4,1)=\"s\",0,IF(LEFT(B4,1)=\"c\",CallRho($N$2,B5,$N$9,$N$6,$N$4,$N$7)*B3,PutRho($N$2,B5,$N$9,$N$6,$N$4,$N$7)*B3)))","v":2.5121424063511473},-1.1598216653625157,-9.3840354979535903,-9.3840354979535903,26.720887044787499,-5.7991083268125792,0,0,0,0,{"$f":"SUM(B13:K13)","v":3.5060284630563707},"Position Rho"]
[]
[]
["Price/Graph Increment"]
[3]
[]
[]
[null,null,null,null,null,null,null,null,null,"<-- Theoritical P&L relative to underlying price changes"]
[null,null,null,null,null,null,null,null,null,"<-- P&L Payoff at Expiration"]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[null,"P&L Payoff at Expiration Matrix"]
["Underlying Price","Strat1","Strat2","Strat3","Strat4","Strat5","Strat6","Strat7","Strat8","Strat9","Strat10","P&L","Intercept"]
[{"$f":"A37-$A$17","v":96},{"$f":"IF(ISBLANK(B$4),0,IF(LEFT(B$4)=\"c\",((MAX($A36-B$5,0)*B$3)-(B$8*B$3)),IF(LEFT(B$4)=\"p\",((MAX(B$5-$A36,0)*B$3)-(B$8*B$3)),($A36-B$5)*B$3)))","v":-49.453771775411468},{"$f":"IF(ISBLANK(C$4),0,IF(LEFT(C$4)=\"c\",((MAX($A36-C$5,0)*C$3)-(C$8*C$3)),IF(LEFT(C$4)=\"p\",((MAX(C$5-$A36,0)*C$3)-(C$8*C$3)),($A36-C$5)*C$3)))","v":2.8234560995063234},69.171144289642996,69.171144289642996,-199.29721942142237,14.117280497531617,0,0,0,0,{"$f":"SUM(B36:K36)","v":-93.467966020509891},{"$f":"IF(OR(AND(L36>0,L37>0),(AND(L36<0,L37<0))),0,INTERCEPT(A36:A37,L36:L37))","v":0}]
[{"$f":"A38-$A$17","v":99},-49.453771775411468,-0.17654390049367663,63.171144289642996,63.171144289642996,-181.29721942142237,-0.88271950246838315,0,0,0,0,{"$f":"SUM(B37:K37)","v":-105.46796602050989},{"$f":"IF(OR(AND(L37>0,L38>0),(AND(L37<0,L38<0))),0,INTERCEPT(A37:A38,L37:L38))","v":0}]
[{"$f":"A39-$A$17","v":102},{"$f":"IF(ISBLANK(B$4),0,IF(LEFT(B$4)=\"c\",((MAX($A38-B$5,0)*B$3)-(B$8*B$3)),IF(LEFT(B$4)=\"p\",((MAX(B$5-$A38,0)*B$3)-(B$8*B$3)),($A38-B$5)*B$3)))","v":-45.453771775411468},-3.1765439004936766,57.171144289642996,57.171144289642996,-163.29721942142237,-15.882719502468383,0,0,0,0,-113.46796602050989,0]
[{"$f":"A40-$A$17","v":105},-39.453771775411468,-6.1765439004936766,51.171144289642996,51.171144289642996,-145.29721942142237,-30.882719502468383,0,0,0,0,-119.46796602050989,0]
[{"$f":"A41-$A$17","v":108},-33.453771775411468,-9.1765439004936766,45.171144289642996,45.171144289642996,-127.29721942142237,-45.882719502468383,0,0,0,0,-125.46796602050989,0]
[{"$f":"N2","v":111},-27.453771775411468,-12.176543900493677,39.171144289642996,39.171144289642996,-109.29721942142237,-60.882719502468383,0,0,0,0,-131.46796602050989,0]
[{"$f":"A41+$A$17","v":114},-21.453771775411468,-12.176543900493677,33.171144289642996,33.171144289642996,-91.297219421422369,-60.882719502468383,0,0,0,0,-119.46796602050991,0]
[{"$f":"A42+$A$17","v":117},-15.453771775411468,-12.176543900493677,27.171144289642996,27.171144289642996,{"$f":"IF(ISBLANK(F$4),0,IF(LEFT(F$4)=\"c\",((MAX($A43-F$5,0)*F$3)-(F$8*F$3)),IF(LEFT(F$4)=\"p\",((MAX(F$5-$A43,0)*F$3)-(F$8*F$3)),($A43-F$5)*F$3)))","v":-73.297219421422369},-60.882719502468383,0,0,0,0,-107.46796602050991,0]
[{"$f":"A43+$A$17","v":120},-9.4537717754114681,-12.176543900493677,21.171144289642996,21.171144289642996,-55.297219421422369,-60.882719502468383,0,0,0,0,-95.467966020509905,0]
[{"$f":"A44+$A$17","v":123},-3.4537717754114681,-12.176543900493677,15.171144289642996,15.171144289642996,-37.297219421422369,-60.882719502468383,0,0,0,0,-83.467966020509905,0]
[{"$f":"A45+$A$17","v":126},{"$f":"IF(ISBLANK(B$4),0,IF(LEFT(B$4)=\"c\",((MAX($A46-B$5,0)*B$3)-(B$8*B$3)),IF(LEFT(B$4)=\"p\",((MAX(B$5-$A46,0)*B$3)-(B$8*B$3)),($A46-B$5)*B$3)))","v":2.5462282245885319},-12.176543900493677,9.1711442896429958,9.1711442896429958,-19.297219421422369,-60.882719502468383,0,0,0,0,-71.467966020509905,{"$f":"IF(OR(AND(L46>0,L47>0),(AND(L46<0,L47<0))),0,INTERCEPT(A46:A47,L46:L47))","v":{"$error":"#DIV/0!"}}]
[]
[null,"Current Theoretical P&L Relative to Underlying Price Changes"]
["Underlying Price","Strat1","Strat2","Strat3","Strat4","Strat5","Strat6","Strat7","Strat8","Strat9","Strat10","P&L"]
[{"$f":"A51-$A$17","v":96},{"$f":"IF(ISBLANK(B$4),0,IF(LEFT(B$4,1)=\"c\",(CallOption($A50,B$5,$N$9,$N$6,$N$4,$N$7)*B$3)-(B$3*B$8),IF(LEFT(B$4)=\"p\",(PutOption($A50,B$5,$N$9,$N$6,$N$4,$N$7)*B$3)-(B$3*B$8),($A50-B$5)*B$3)))","v":-19.383702588683008},6.0919336352049029,27.436616723574758,27.436616723574758,-81.34021177933505,30.459668176024515,0,0,0,0,{"$f":"SUM(B50:K50)","v":-9.2990791096391234}]
[{"$f":"A52-$A$17","v":99},-15.828224445808857,4.6999729049365797,21.876666681677335,21.876666681677335,-64.806730660380595,23.499864524682899,0,0,0,0,{"$f":"SUM(B51:K51)","v":-8.681784313215303}]
[{"$f":"A53-$A$17","v":102},-12.102170332482046,3.3983509230428268,16.349146318109916,16.349146318109916,-48.392939060282174,16.991754615214141,0,0,0,0,-7.4067112182874197]
[{"$f":"A54-$A$17","v":105},-8.2154781205138505,2.1836400947464583,10.857898437992816,10.857898437992816,-32.111820547956654,10.918200473732291,0,0,0,0,-5.5096612240061233]
[{"$f":"A55-$A$17","v":108},-4.1781269598245103,1.0521486667873816,5.4068546952194652,5.4068546952194652,-15.976476352456075,5.2607433339369081,0,0,0,0,-3.0280019211173652]
[{"$f":"N2","v":111},0,0,0,0,0,0,0,0,0,0,0]
[{"$f":"A55+$A$17","v":114},4.3092264281518311,-0.97679738153114926,-5.3586629172319533,-5.3586629172319533,15.804643581728783,-4.8839869076557463,0,0,0,0,3.5357598862298119]
[{"$f":"A56+$A$17","v":117},8.7401698565801809,-1.8822889613208957,-10.665148098347288,-10.665148098347288,31.424732410458319,-9.4114448066044787,0,0,0,0,7.5408723024185491]
[{"$f":"A57+$A$17","v":120},13.28380777662565,-2.7205223171988848,-15.915519514418605,-15.915519514418605,46.847893573239844,-13.602611585994424,0,0,0,0,11.977528417834975]
[{"$f":"A58+$A$17","v":123},17.931525601913236,-3.4955036100478551,-21.105922294364717,-21.105922294364717,62.062199850639558,-17.477518050239276,0,0,0,0,16.80885920353623]
[{"$f":"A59+$A$17","v":126},22.675149190785447,-4.2111618251832112,-26.232611632129931,-26.232611632129931,77.056255939087464,-21.055809125916056,0,0,0,0,21.999210914513782]
[]
[null,"Current Position Delta Relative to Underlying Price Changes"]
["Underlying Price","Strat1","Strat2","Strat3","Strat4","Strat5","Strat6","Strat7","Strat8","Strat9","Strat10","Total"]
[{"$f":"A65-$A$17","v":96},{"$f":"IF(ISBLANK(B$4),0,IF(LEFT(B$4,1)=\"c\",CallDelta($A64,B$5,$N$9,$N$6,$N$4,$N$7)*B$3,IF(LEFT(B$4)=\"p\",(Putdelta($A64,B$5,$N$9,$N$6,$N$4,$N$7)*B$3),B$3)))","v":1.155640020599997},-0.4793964178788695,-1.8583043979045368,-1.8583043979045368,5.5296843021671851,-2.3969820893943474,0,0,0,0,{"$f":"SUM(B64:K64)","v":9.2337019684891608E-2}]
[{"$f":"A66-$A$17","v":99},1.214137065227711,-0.44874878927362283,-1.8481221664318799,-1.8481221664318799,5.4919280408019633,-2.2437439463681139,0,0,0,0,{"$f":"SUM(B65:K65)","v":0.31732803752417782}]
[{"$f":"A67-$A$17","v":102},1.2693459851227848,-0.41919011070541068,-1.8366777251228437,-1.8366777251228437,5.4498776734503807,-2.0959505535270533,0,0,0,0,0.5307275440950141]
[{"$f":"A68-$A$17","v":105},1.3212269981997569,-0.39082264627079044,-1.8239355713877756,-1.8239355713877756,5.4034727902738284,-1.9541132313539522,0,0,0,0,0.73189276807329162]
[{"$f":"A69-$A$17","v":108},1.3697907648953898,-0.36372073035603375,-1.8098720091466374,-1.8098720091466374,5.3526952486407859,-1.8186036517801687,0,0,0,0,0.92041761310669856]
[{"$f":"$N$2","v":111},1.4150891530735044,-0.33793380051718475,-1.794475221102249,-1.794475221102249,5.2975680759822703,-1.6896690025859238,0,0,0,0,1.0961039837481681]
[{"$f":"A69+$A$17","v":114},1.457206852512692,-0.31348949091062012,-1.7777450970048703,-1.7777450970048703,5.2381536111232023,-1.5674474545531005,0,0,0,0,1.2589333241624332]
[{"$f":"A70+$A$17","v":117},1.4962539183110355,-0.29039666892365096,-1.7596928483275553,-1.7596928483275553,5.1745510197976659,-1.4519833446182548,0,0,0,0,1.4090392279116848]
[{"$f":"A71+$A$17","v":120},1.5323592615663457,-0.26864833089856288,-1.7403404420515394,-1.7403404420515394,5.1068933193029658,-1.3432416544928145,0,0,0,0,1.5466817113748554]
[{"$f":"A72+$A$17","v":123},1.5656650626405311,-0.24822430031335155,-1.7197198869214307,-1.7197198869214307,5.0353440415621158,-1.2411215015667578,0,0,0,0,1.672223528479676]
[{"$f":"A73+$A$17","v":126},1.5963220535894684,-0.22909369383699504,-1.6978724048877483,-1.6978724048877483,4.960093654579663,-1.1454684691849752,0,0,0,0,1.7861087353716647]
[]
[null,"Current Position Gamma Relative to Underlying Price Changes"]
["Underlying Price","Strat1","Strat2","Strat3","Strat4","Strat5","Strat6","Strat7","Strat8","Strat9","Strat10","Total"]
[{"$f":"A79-$A$17","v":96},{"$f":"IF(OR(ISBLANK(B$4),LEFT(B$4,1)=\"s\"),0,Gamma($A78,B$5,$N$9,$N$6,$N$4,$N$7)*B$3)","v":2.00377561269072E-2},1.0383486081387281E-2,3.1886178020740039E-3,3.1886178020740039E-3,-1.1879995168572535E-2,5.1917430406936409E-2,0,0,0,0,{"$f":"SUM(B78:K78)","v":7.6835913050806365E-2}]
[{"$f":"A80-$A$17","v":99},1.8954767652528924E-2,1.0040890411859097E-2,3.6021492738751862E-3,3.6021492738751862E-3,-1.329656582393185E-2,5.0204452059295489E-2,0,0,0,0,{"$f":"SUM(B79:K79)","v":7.3107842847502033E-2}]
[{"$f":"A81-$A$17","v":102},1.7849024164692518E-2,9.6592297645257813E-3,4.0294525182750906E-3,4.0294525182750906E-3,-1.4740367276965972E-2,4.8296148822628907E-2,0,0,0,0,6.9122940511431419E-2]
[{"$f":"A82-$A$17","v":105},1.6738961564424244E-2,9.2483004764814889E-3,4.4666334677509051E-3,4.4666334677509051E-3,-1.6197223231845297E-2,4.6241502382407443E-2,0,0,0,0,6.4964808126969698E-2]
[{"$f":"A83-$A$17","v":108},1.5639811093586718E-2,8.816914213883538E-3,4.9097302310340254E-3,4.9097302310340254E-3,-1.7653181453975826E-2,4.408457106941769E-2,0,0,0,0,6.0707575384980172E-2]
[{"$f":"$N$2","v":111},1.4563860783923261E-2,8.3728540505879964E-3,5.3547990900186717E-3,5.3547990900186717E-3,-1.9094789806533417E-2,4.1864270252939983E-2,0,0,0,0,5.6415793460955169E-2]
[{"$f":"A83+$A$17","v":114},1.3520755822390967E-2,7.9228758527445532E-3,5.7979909430014333E-3,5.7979909430014333E-3,-2.0509327592629422E-2,3.9614379263722764E-2,0,0,0,0,5.2144665232231727E-2]
[{"$f":"A84+$A$17","v":117},1.2517814097727094E-2,7.4727429140261934E-3,6.2356171293485819E-3,6.2356171293485819E-3,-2.1884991473794038E-2,3.7363714570130969E-2,0,0,0,0,4.7940514366787382E-2]
[{"$f":"A85+$A$17","v":120},1.1560339799392708E-2,7.0272837341303768E-3,6.664204163217711E-3,6.664204163217711E-3,-2.3211037115585552E-2,3.5136418670651884E-2,0,0,0,0,4.3841413415024837E-2]
[{"$f":"A86+$A$17","v":123},1.0651923296649522E-2,6.59046471381177E-3,7.0805373906742877E-3,7.0805373906742877E-3,-2.4477879125399404E-2,3.2952323569058847E-2,0,0,0,0,3.9877907235469315E-2]
[{"$f":"A87+$A$17","v":126},9.7947197397681932E-3,6.1654712578818336E-3,7.4816939671061254E-3,7.4816939671061254E-3,-2.5677152841721465E-2,3.0827356289409167E-2,0,0,0,0,3.607378237954998E-2]
[]
[null,"Current Position Theta Relative to Underlying Price Changes"]
["Underlying Price","Strat1","Strat2","Strat3","Strat4","Strat5","Strat6","Strat7","Strat8","Strat9","Strat10","Total"]
[{"$f":"A93-$A$17","v":96},{"$f":"IF(OR(ISBLANK(B$4),LEFT(B$4,1)=\"s\"),0,IF(LEFT(B$4,1)=\"c\",CallTheta($A92,B$5,$N$9,$N$6,$N$4,$N$7)*B$3,PutTheta($A92,B$5,$N$9,$N$6,$N$4,$N$7)*B$3))","v":-2.0809900176824228E-2},-1.9078313182560648E-3,4.3690050303189988E-2,4.3690050303189988E-2,-0.12166082684818696,-9.5391565912803233E-3,0,0,0,0,{"$f":"SUM(B92:K92)","v":-6.6537614328167599E-2}]
[{"$f":"A94-$A$17","v":99},-2.1178629170746012E-2,-2.4622649918987572E-3,4.2797063483877594E-2,4.2797063483877594E-2,-0.11866852888183181,-1.2311324959493785E-2,0,0,0,0,{"$f":"SUM(B93:K93)","v":-6.902662103621518E-2}]
[{"$f":"A95-$A$17","v":102},-2.1424061983218921E-2,-2.9561386226193507E-3,4.1833036137794696E-2,4.1833036137794696E-2,-0.11544917740213041,-1.4780693113096753E-2,0,0,0,0,-7.0943998845476045E-2]
[{"$f":"A96-$A$17","v":105},-2.1553549898842176E-2,-3.3896657206103171E-3,4.0796821768090234E-2,4.0796821768090234E-2,-0.11200334186052759,-1.6948328603051586E-2,0,0,0,0,-7.2301242546851191E-2]
[{"$f":"A97-$A$17","v":108},-2.1575482139983757E-2,-3.7640422910765687E-3,3.9688148385485018E-2,3.9688148385485018E-2,-0.1083345501703388,-1.8820211455382842E-2,0,0,0,0,-7.3117989285811938E-2]
[{"$f":"$N$2","v":111},-2.1498903598422325E-2,-4.0812704395028791E-3,3.8507617218245457E-2,3.8507617218245457E-2,-0.10444917790206312,-2.0406352197514396E-2,0,0,0,0,-7.3420469701011806E-2]
[{"$f":"A97+$A$17","v":114},-2.1333190366530884E-2,-4.3439906050231078E-3,3.7256681642976582E-2,3.7256681642976582E-2,-0.10035627816801967,-2.1719953025115538E-2,0,0,0,0,-7.3240048878736044E-2]
[{"$f":"A98+$A$17","v":117},-2.1087781736069781E-2,-4.555326711808529E-3,3.5937608734564558E-2,3.5937608734564558E-2,-9.60673629561557E-2,-2.2776633559042643E-2,0,0,0,0,-7.2611887493947536E-2]
[{"$f":"A99+$A$17","v":120},-2.0771965133599201E-2,-4.7187468766002839E-3,3.4553426103382183E-2,3.4553426103382183E-2,-9.1596146843134441E-2,-2.359373438300142E-2,0,0,0,0,-7.1573741029570981E-2]
[{"$f":"A100+$A$17","v":123},-2.039470910512714E-2,-4.8379409939678418E-3,3.310785680905471E-2,3.310785680905471E-2,-8.6958263724673635E-2,-2.4189704969839208E-2,0,0,0,0,-7.0164905175498393E-2]
[{"$f":"A101+$A$17","v":126},-1.996453875383792E-2,-4.9167155105404384E-3,3.1605245136867181E-2,3.1605245136867181E-2,-8.2170966555305661E-2,-2.4583577552702192E-2,0,0,0,0,-6.8425308098651855E-2]
[]
[null,"Current Position Vega Relative to Underlying Price Changes"]
["Underlying Price","Strat1","Strat2","Strat3","Strat4","Strat5","Strat6","Strat7","Strat8","Strat9","Strat10","Total"]
[{"$f":"A107-$A$17","v":96},{"$f":"IF(OR(ISBLANK(B$4),LEFT(B$4,1)=\"s\"),0,vega($A106,B$5,$N$9,$N$6,$N$4,$N$7)*B$3)","v":1.077651385730626},0.55843469166169546,0.17148718505242977,0.17148718505242977,-0.63891850837997921,2.7921734583084774,0,0,0,0,{"$f":"SUM(B106:K106)","v":4.1323153974256792}]
[{"$f":"A108-$A$17","v":99},1.0841155989972293,0.57428748918828521,0.20602448361869588,0.20602448361869588,-0.76049544299714644,2.8714374459414262,0,0,0,0,{"$f":"SUM(B107:K107)","v":4.1813940583671858}]
[{"$f":"A109-$A$17","v":102},1.0836812520058958,0.58644809419553123,0.24464318663091925,0.24464318663091925,-0.89494302424260286,2.9322404709776562,0,0,0,0,4.196713166198319]
[{"$f":"A110-$A$17","v":105},1.076945805911687,0.59501411551872319,0.28737279556592182,0.28737279556592182,-1.0420916231759758,2.9750705775936162,0,0,0,0,4.1796844669798947]
[{"$f":"A111-$A$17","v":108},1.0645492371195027,0.60013763874594828,0.33418879170817339,0.33418879170817339,-1.2015925727688792,3.0006881937297414,0,0,0,0,4.1321600802426595]
[{"$f":"$N$2","v":111},1.0471507675914262,0.60201348228229534,0.38501342882930345,0.38501342882930345,-1.3729274194230559,3.0100674114114767,0,0,0,0,4.0563310995207491]
[{"$f":"A111+$A$17","v":114},1.0254096763901348,0.60086829989104484,0.43971772692842559,0.43971772692842559,-1.5554206618323825,3.004341499455224,0,0,0,0,3.9546342677608726]
[{"$f":"A112+$A$17","v":117},0.99996997479853322,0.59695075234992534,0.49812450121145296,0.49812450121145296,-1.7482552625932954,2.9847537617496265,0,0,0,0,3.8296682287276957]
[{"$f":"A113+$A$17","v":120},0.97144860911499498,0.59052286765273132,0.56001224683346207,0.56001224683346207,-1.9504902202992878,2.9526143382636567,0,0,0,0,3.6841200883990197]
[{"$f":"A114+$A$17","v":123},0.9404267898415688,0.58185262902931545,0.62511969559144964,0.62511969559144964,-2.1610795202843756,2.9092631451465771,0,0,0,0,3.520702434915985]
[{"$f":"A115+$A$17","v":126},0.90744402014693837,0.57120777041090731,0.69315086407776638,0.69315086407776638,-2.3788918335268825,2.8560388520545366,0,0,0,0,3.3421005372410324]
[]
[null,"Current Position Rho Relative to Underlying Price Changes"]
["Underlying Price","Strat1","Strat2","Strat3","Strat4","Strat5","Strat6","Strat7","Strat8","Strat9","Strat10","Total"]
[{"$f":"A121-$A$17","v":96},{"$f":"IF(OR(ISBLANK(B$4),LEFT(B$4,1)=\"s\"),0,IF(LEFT(B$4,1)=\"c\",CallRho($A120,B$5,$N$9,$N$6,$N$4,$N$7)*B$3,PutRho($A120,B$5,$N$9,$N$6,$N$4,$N$7)*B$3))","v":1.8877372498033509},-1.5006995800428411,-9.5391949541676091,-9.5391949541676091,27.284837477583565,-7.5034979002142057,0,0,0,0,{"$f":"SUM(B120:K120)","v":1.0899873387946508}]
[{"$f":"A122-$A$17","v":99},2.0208511466576859,-1.4309549368733734,-9.5160140704714919,-9.5160140704714919,27.198883560579631,-7.1547746843668669,0,0,0,0,{"$f":"SUM(B121:K121)","v":1.6019769450540942}]
[{"$f":"A123-$A$17","v":102},2.1503473715543739,-1.3616193909697567,-9.4891588699268343,-9.4891588699268343,27.100211574406597,-6.808096954848784,0,0,0,0,2.1025248602887618]
[{"$f":"A124-$A$17","v":105},2.2756696182185614,-1.2930923479268364,-9.4583668698834096,-9.4583668698834096,26.988074410348055,-6.4654617396341818,0,0,0,0,2.5884562012387784]
[{"$f":"A125-$A$17","v":108},2.3963785654721672,-1.2257252819661446,-9.4233974810736481,-9.4233974810736481,26.861817339840321,-6.1286264098307228,0,0,0,0,3.0570492513683263]
[{"$f":"$N$2","v":111},2.5121424063511473,-1.1598216653625157,-9.3840354979535903,-9.3840354979535903,26.720887044787499,-5.7991083268125792,0,0,0,0,3.5060284630563707]
[{"$f":"A125+$A$17","v":114},2.6227263753812835,-1.0956381180088435,-9.3400939737433308,-9.3400939737433308,26.564838264725751,-5.4781905900442176,0,0,0,0,3.933547984567312]
[{"$f":"A126+$A$17","v":117},2.7279818444509689,-1.0333864863879574,-9.2914164596744193,-9.2914164596744193,26.393338106760233,-5.1669324319397871,0,0,0,0,4.3381681135346186]
[{"$f":"A127+$A$17","v":120},2.8278354280604816,-0.97323659561743137,-9.2378786091585994,-9.2378786091585994,26.206168128605015,-4.8661829780871564,0,0,0,0,4.7188267646437119]
[{"$f":"A128+$A$17","v":123},2.92227842572593,-0.91531945487939281,-9.1793891654861284,-9.1793891654861284,26.003224355061562,-4.5765972743969643,0,0,0,0,5.0748077205388773]
[{"$f":"A129+$A$17","v":126},3.0113568338010102,-0.85973073284804424,-9.1158903661413433,-9.1158903661413433,25.784515424637856,-4.2986536642402209,0,0,0,0,5.405707129067916]

{"sheet":"StrategyGraphs","index":4,"n_rows":0,"n_cols":0,"rows_kept":0,"cut":false,"hidden":false,"merged":[]}

{"sheet":"Macro1","index":5,"n_rows":0,"n_cols":0,"rows_kept":0,"cut":false,"hidden":true,"merged":[]}

{"sheet":"SavedStrategies","index":6,"n_rows":30,"n_cols":14,"rows_kept":30,"cut":false,"hidden":true,"merged":[]}
["mlùml",2,1,-3,null,null,null,null,null,null,null,null,null,111]
[null,"Calls","Put","Puts",null,null,null,null,null,null,null,null,null,40678]
[null,100,111,113,null,null,null,null,null,null,null,null,null,0.25]
[null,null,null,null,null,null,null,null,null,null,null,null,null,41530]
[null,null,null,null,null,null,null,null,null,null,null,null,null,0.05]
[null,null,null,null,null,null,null,null,null,null,null,null,null,0.02]
["dgfh",2,1,-3,null,null,null,null,null,null,null,null,null,111]
[null,"Calls","Put","Puts",null,null,null,null,null,null,null,null,null,40678]
[null,100,111,113,null,null,null,null,null,null,null,null,null,0.25]
[null,null,null,null,null,null,null,null,null,null,null,null,null,41530]
[null,null,null,null,null,null,null,null,null,null,null,null,null,0.05]
[null,null,null,null,null,null,null,null,null,null,null,null,null,0.02]
["azeazea",2,1,null,null,null,null,null,null,null,null,null,null,111]
[null,"Calls","Put",null,null,null,null,null,null,null,null,null,null,40678]
[null,100,111,null,null,null,null,null,null,null,null,null,null,0.25]
[null,null,null,null,null,null,null,null,null,null,null,null,null,41530]
[null,null,null,null,null,null,null,null,null,null,null,null,null,0.05]
[null,null,null,null,null,null,null,null,null,null,null,null,null,0.02]
["doduou",2,1,2,2,2,2,null,null,null,null,null,null,111]
[null,"Calls","put","put","put","put","put",null,null,null,null,null,null,"2011-05-15"]
[null,100,111,232,232,222,111,null,null,null,null,null,null,0.25]
[null,null,null,null,null,null,null,null,null,null,null,null,null,"2013-09-13"]
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[null,null,null,null,null,null,null,null,null,null,null,null,null,0.02]
["fg",2,1,2,2,-6,5,null,null,null,null,null,null,111]
[null,"Calls","put","put","put","put","put",null,null,null,null,null,null,"2011-05-15"]
[null,100,111,232,232,222,111,null,null,null,null,null,null,0.25]
[null,null,null,null,null,null,null,null,null,null,null,null,null,"2013-09-13"]
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[null,null,null,null,null,null,null,null,null,null,null,null,null,0.02]