Opt Black76 Delta
Calculates Delta using Black-76 model
Syntax
=mxls.opt_Black76_Delta(forwardPrice, marketOptionPrice, expiryDate, optionType, strikePrice, [riskFreeRate])Parameters
forwardPricenumberRequired
marketOptionPricenumberRequired
expiryDatestringRequired
optionTypestringRequired
strikePricenumberRequired
riskFreeRatenumber
Related Formulas
More MarketXLS Options formulas you can use in the same worksheet:
Get Access to 1 Billion Usable Market data points IN YOUR EXCEL SHEETS WITH EASY TO USE EXCEL FUNCTIONS
Get started today
▶
How does MarketXLS work?