Opt American Delta
Calculates Delta for American options
Syntax
=mxls.opt_American_Delta(stockPrice, marketOptionPrice, expiryDate, optionType, strikePrice, [riskFreeRate], [dividendYield], [steps])Parameters
stockPricenumberRequired
marketOptionPricenumberRequired
expiryDatestringRequired
optionTypestringRequired
strikePricenumberRequired
riskFreeRatenumber
dividendYieldnumber
stepsnumber
Related Formulas
More MarketXLS Options formulas you can use in the same worksheet:
