Case Study: How to Use the power4XL Black-Scholes Options Toolkit Macros
Example of using historical volatility and
implied volatility functions for Black-Scholes analysis of a trade involving
short naked calls on ZGEN options, ten days from expiration. I chose
to short calls rather than buy puts because the comparison of implied
volatility versus historical volatility indicated the options may have be
significantly overpriced. When something's overpriced you want to be a
seller, not a buyer.
If you wish, you can skip directly to the download page to retrieve a copy of the template used in this analysis.