MarketXLS

Opt Black76 Gamma

Calculates Gamma using Black-76 model

Syntax

=mxls.opt_Black76_Gamma(forwardPrice, marketOptionPrice, expiryDate, optionType, strikePrice, [riskFreeRate])
Excel Online (Mac & Windows)

Get Access to 1 Billion Usable Market data points IN YOUR EXCEL SHEETS WITH EASY TO USE EXCEL FUNCTIONS

Get started today
MarketXLS Excel Add-in Tutorial - How to Use Opt Black76 Gamma and Other Financial Formulas
▶
How does MarketXLS work?