MarketXLS

Opt SABR Theta

Calculates Theta using SABR model

Syntax

=mxls.opt_SABR_Theta(forwardPrice, expiryDate, optionType, strikePrice, riskFreeRate, alpha, [beta], [rho], [nu])
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 SABR Theta and Other Financial Formulas
▶
How does MarketXLS work?