Welcome to OptionMath.com, the companion website for Options Math For Traders and The Complete Book of Option Spreads and Combinations, both by Scott Nations.
OptionMath.com can help you become a better option trader by understanding option trade structures — including all the spreads and combinations — and the phenomena that impact option pricing. Even if you haven't bought the books, you're welcome to use the site.
Good luck.
Start with the calculators
Two Black-Scholes calculators in a single Excel workbook: one returns a theoretical option value from your inputs, the other reverse-engineers the volatility implied by an option's market price. Read how to use them.
OptionMath SpreadsheetThe strategies
Every major spread and combination, each with its expiration payoff profile and a printable cheat sheet.
