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<p>The Poor Man's Covered Call (PMCC) is an advanced options strategy that simulates a traditional covered call position while requiring significantly less capital. By purchasing a deep in-the-money (ITM) LEAP call option as a stock replacement and selling short-term out-of-the-money (OTM) calls against it, traders can generate consistent income with defined risk.</p><p>This professional-grade Excel template leverages MarketXLS's real-time options data and streaming Greeks to provide a complete management solution for PMCC positions.</p><h3>Key Features</h3><p><strong>Automated Position Setup</strong></p><ul><li>Real-time stock price feeds via MarketXLS</li><li>Automatic option symbol generation for long and short positions</li><li>Dynamic strike price selection tools (opt_StrikeNext function)</li><li>Automated expiration date management (ExpirationNext function)</li><li>Live bid/ask pricing for accurate entries</li></ul><p><strong>Real-Time Greeks &amp; Risk Metrics</strong></p><ul><li>Streaming Delta, Theta, Gamma, and Vega for both positions</li><li>Net position Greeks calculations (directional exposure)</li><li>Daily P&amp;L projections from theta decay</li><li>Implied volatility tracking for both legs</li><li>Position delta health checks (ensures proper setup)</li></ul><p><strong>Comprehensive Analytics</strong></p><ul><li>Breakeven price calculations</li><li>Maximum profit and loss scenarios</li><li>Risk/reward ratio analysis</li><li>Annualized return projections</li><li>Return on risk metrics</li><li>Position value tracking with unrealized P&amp;L</li></ul><p><strong>Intelligent Roll Management</strong></p><ul><li>Automated alerts when stock approaches short strike (within 5%)</li><li>Suggested roll strikes and expirations</li><li>Roll credit/debit calculations</li><li>Exit condition monitoring (delta thresholds, DTE limits)</li><li>Days-to-expiration tracking for optimal timing</li></ul><p><strong>Scenario Analysis</strong></p><ul><li>7 price scenario projections at short call expiration</li><li>P&amp;L calculations across -10% to +10% moves</li><li>Theta decay profit projections (7, 14, 21, 30 days)</li><li>Percentage return calculations for each scenario</li><li>Visual identification of current price scenario</li></ul><p><strong>Trade Tracking &amp; Documentation</strong></p><ul><li>Complete trade entry log with dates and symbols</li><li>Adjustment tracking table for rolls and modifications</li><li>Net credit/debit tracking across all adjustments</li><li>Notes section for trade rationale and decisions</li><li>Current position valuation in real-time</li></ul><p><strong>Position Health Monitoring</strong></p><ul><li>✓ Long delta validation (target: 0.70-0.90)</li><li>✓ Short delta validation (target: 0.30-0.40)</li><li>✓ DTE spread confirmation (minimum 135 days)</li><li>✓ Net delta exposure check (target: 0.40+)</li><li>Visual status indicators for quick assessment</li></ul><p><strong>Built-In Strategy Guide</strong></p><ul><li>Complete setup guidelines and best practices</li><li>Management rules for rolling positions</li><li>Risk management protocols</li><li>Advantages and disadvantages clearly outlined</li><li>Step-by-step workflow instructions</li></ul><h3>Who Should Use This Template?</h3><p><strong>Ideal For:</strong></p><ul><li>Options traders seeking income generation strategies</li><li>Investors looking to reduce capital requirements vs. covered calls</li><li>Traders comfortable with intermediate-level options strategies</li><li>Portfolio managers implementing systematic income strategies</li><li>Anyone seeking to leverage time decay (theta) for profit</li></ul><p><strong>Experience Level:</strong></p><ul><li>Intermediate to advanced options knowledge recommended</li><li>Understanding of Greeks (Delta, Theta) helpful but explained</li><li>Requires active position management skills</li><li>Best suited for traders who can monitor positions regularly</li></ul><h3>Strategy Requirements</h3><p><strong>Capital:</strong></p><ul><li>Approximately 30% of the cost of 100 shares</li><li>Example: $15,000-$25,000 for most major stocks vs. $50,000-$70,000 for shares</li></ul><p><strong>Time Commitment:</strong></p><ul><li>Initial setup: 15-20 minutes</li><li>Ongoing monitoring: 10-15 minutes daily</li><li>Rolling management: 20-30 minutes every 30-45 days</li></ul><p><strong>Market Conditions:</strong></p><ul><li>Best in neutral to bullish markets</li><li>Profitable in sideways markets with theta decay</li><li>Higher implied volatility increases premium income</li></ul><h3>Technical Specifications</h3><p><strong>MarketXLS Functions Used:</strong></p><ul><li><code>Last()</code> - Real-time stock prices</li><li><code>OptionSymbol()</code> - Generate OCC option symbols</li><li><code>opt_Bid()</code> / <code>opt_Ask()</code> - Live option pricing</li><li><code>qm_stream_delta()</code> - Streaming delta values</li><li><code>qm_stream_theta()</code> - Streaming theta values</li><li><code>qm_stream_gamma()</code> - Streaming gamma values</li><li><code>qm_stream_vega()</code> - Streaming vega values</li><li><code>opt_ImpliedVolatility()</code> - IV calculations</li><li><code>ExpirationNext()</code> - Next available expirations</li><li><code>opt_StrikeNext()</code> - Strike price selection</li></ul><p><strong>Excel Requirements:</strong></p><ul><li>Microsoft Excel 2016 or later (Windows/Mac)</li><li>MarketXLS Add-in installed and activated</li><li>Active MarketXLS subscription with options data access</li><li>Recommended: Dual monitors for optimal workflow</li></ul><h3>What's Included</h3><p><strong>Main Template Sections:</strong></p><ol><li>Input Parameters (ticker, strikes, expirations)</li><li>Position Analysis (Greeks, capital requirements, health checks)</li><li>P&amp;L Scenarios (price movements, theta decay projections)</li><li>Roll Management (alerts, suggestions, exit conditions)</li><li>Trade Log (entry tracking, adjustments, current values)</li><li>Strategy Guide (setup, management, best practices)</li></ol><p><br></p>

Poor Man's Covered Call (PMCC) - Advanced Options Income Strategy with Real-Time Greeks & Analytics

<h3>Analyst Coverage Functions</h3><p>These functions provide data on the number of analysts covering a stock.</p><ul><li><code style="color: rgb(214, 51, 132);">=AnalystConsensus(Symbol)</code>: Returns the number of analysts whose estimates are included in the consensus figures.</li></ul><p>Example:</p><p>=AnalystConsensus(“AAPL”) returns the number of analysts whose estimates are included in the consensus figures for Apple.</p><h3>Price Target Functions</h3><p>These functions return the consensus price targets for a stock.</p><ul><li><code style="color: rgb(214, 51, 132);">=TargetPrice(Symbol, [WeeksAgo])</code>: Returns the average (mean) analyst price target. Use the optional&nbsp;<code style="color: rgb(214, 51, 132);">WeeksAgo</code>&nbsp;argument to retrieve historical values. For example, use&nbsp;<code style="color: rgb(214, 51, 132);">-1</code>&nbsp;for the target from one week ago.</li><li><code style="color: rgb(214, 51, 132);">=TargetPriceHigh(Symbol)</code>: Returns the highest analyst price target.</li><li><code style="color: rgb(214, 51, 132);">=TargetPriceLow(Symbol)</code>: Returns the lowest analyst price target.</li><li><code style="color: rgb(214, 51, 132);">=TargetPriceMean(Symbol)</code>: Returns the average (mean) analyst price target.</li></ul><p>To get the date of the latest estimate, add&nbsp;<strong>“date”</strong>&nbsp;as the second argument. For example:&nbsp;<code style="color: rgb(214, 51, 132);">=TargetPrice("MSFT", "date")</code>.</p><h3>Recent Earnings Performance</h3><p>These functions provide key figures from a company’s most recently reported quarter.</p><ul><li><code style="color: rgb(214, 51, 132);">=EPSActual(Symbol)</code>: Returns the actual EPS the company reported.</li><li><code style="color: rgb(214, 51, 132);">=EPSEstimate(Symbol)</code>: Returns the consensus EPS estimate for the last quarter.</li><li><code style="color: rgb(214, 51, 132);">=EPSSurprise(Symbol)</code>: Returns the dollar difference between actual and estimated EPS.</li><li><code style="color: rgb(214, 51, 132);">=EPSSurprisePercent(Symbol)</code>: Returns the earnings surprise as a percentage.</li></ul><p>Example:</p><p>=EPSSurprisePercent(“NFLX”) returns the percentage difference between Netflix’s actual and estimated EPS for the last reported quarter.</p><h3>Forward-Looking Earnings Estimates</h3><p>These functions provide consensus earnings estimates for future periods.</p><p><strong>For Quarters and Years</strong></p><ul><li><code style="color: rgb(214, 51, 132);">=EPSEstimateCurrentQ(Symbol)</code>: Returns the consensus EPS estimate for the current quarter.</li><li><code style="color: rgb(214, 51, 132);">=EPSEstimateNextQ(Symbol)</code>: Returns the consensus EPS estimate for the next quarter.</li><li><code style="color: rgb(214, 51, 132);">=EPSEstimateCurrentY(Symbol)</code>: Returns the consensus EPS estimate for the current fiscal year.</li><li><code style="color: rgb(214, 51, 132);">=EPSEstimateNextY(Symbol)</code>: Returns the consensus EPS estimate for the next fiscal year.</li></ul><p><strong>For Long-Term Growth</strong></p><ul><li><code style="color: rgb(214, 51, 132);">=EPSGrowth5Y(Symbol)</code>: Returns the consensus forecast for the average annual EPS growth rate over the next five years.</li></ul><h3>Putting the Functions to Use</h3><p>The following examples demonstrate how to combine these functions in a spreadsheet.</p><p>Earnings Surprise Analysis</p><p>Track recent performance with the following structure.</p><p>SymbolActual EPSEstimateSurprise %GOOGL<code style="color: rgb(214, 51, 132);">=EPSActual(A2)=EPSEstimate(A2)=EPSSurprisePercent(A2)</code></p><p>Price Target Analysis</p><p>Compare a stock’s price to analyst targets.</p><p>SymbolCurrent PriceLow TargetMean TargetHigh TargetTSLA[Market Price]<code style="color: rgb(214, 51, 132);">=TargetPriceLow(A2)=TargetPrice(A2)=TargetPriceHigh(A2)</code></p><p><br></p>

Analyst and earnings functions template

<p>This template is a powerful tool designed to extract real-time option chain data and related statistics for ^SPX from various market sources, directly into your Excel sheet. It provides a quick and efficient way to track and analyze the performance of ^SPX, making it an indispensable resource for both novice and experienced traders. The template displays a variety of information such as Put/Call Vol Ratio, Current Price, Put/Call OI Ratio, and the option to choose Expiration Dates, including the next 8 expiration dates. This crucial data helps users make informed decisions by providing insights into the expected price volatility of options, open interest, and other essential parameters. At a deeper level, the template supplies detailed data of both Call and Put options, which includes Last Bid, Ask, Volume, Implied Volatility, Open Interest, Delta, Gamma, Theta, Vega, and Rho. All these can be further analyzed for various strike prices. User interaction is also catered for; necessary inputs can be made at designated points for customization according to individual trading strategies. In essence, this template provides a comprehensive, real-time view of ^SPX option chain data, serving as a valuable tool for market analysis, strategy development, and decision-making in the financial trading world.</p>

^SPX Real time Option Chain with SPXW

<p>Portfolio Analytics allows for a comprehensive, in-depth examination of a portfolio's performance, enabling investors to make informed and strategic decisions. This tool provides an array of key indicators such as Wealth Index, Sortino Ratio, Monthly Returns, and Drawdowns, providing valuable insight into the financial health and risk management of the portfolio. Furthermore, Portfolio Analytics efficiently tracks the weightings of various stocks within a portfolio and their value on specific dates.</p><p><br></p><p>This is illustrated with stocks like Microsoft (MSFT), Apple (AAPL), General Electric (GE), Enphase Energy (ENPH), Tesla (TSLA), American Airlines (AAL), Boeing (BA), NIO Inc (NIO), and Visa (V), each represented with a specific percentage of stock weight and value at given timeframes. Essential metrics like Value at Risk, Portfolio Volatility, and Positive Period are also part of this analysis, each of them contributing to a more thorough understanding of portfolio performance. Central to this analysis is the Efficient Frontier Chart Report. This visual representation provides an idea about the best possible return that can be achieved for a set level of risk. It also aids an investor in selecting a portfolio with optimal risk-reward characteristics. The data also includes key risk and performance measures like the Compound Annual Growth Rate (CAGR), Portfolio Beta, Treynor Ratio, Sharpe Ratio; and Maximum Drawdown, providing the full detail of return rate in relation to the risks taken. </p><p><br></p><p>Importantly, potential investors could see the results of an optimized allocation model, which is demonstrated here by the AIPortfolioOptimize results. This kind of detailed Portfolio Analytics is a powerful tool for both portfolio managers and individual investors, providing unparalleled insights into portfolio performance, risk, and potential returns. Armed with this knowledge, they can make well-informed decisions about portfolio adjustments and strategy.</p>

Portfolio Analytics 

<p>The Option Chain Matrix is a comprehensive, in-depth tool for traders and investors that provides them with detailed information about the bid offerings for specific expiration dates on various financial assets. This can assist them in making informed financial decisions.</p><p>Let me present a detailed description with an example. In this example, the Matrix is set up to display bid values for a wide range of expiration dates. These dates, starting from 2023-11-10 and ending on 2024-03-15, are listed horizontally across the top of the matrix. The column below each date shows the corresponding bid prices at different strike prices (ranging from 130 to 260).</p><p>Moreover, the "DTE" row represents 'Days to Expiration' - which indicates the remaining days until the date of expiry arrives. The "WeekDay" row with the number 5 signifies that all the expiration dates fall on a weekday.</p><p>For each expiration date, the listed bid prices reflect the premium an investor would have to pay for each option contract at different strike levels, ranging from 130 to 260. For instance, if you take a look at the expiration date 2023-11-24, the bid prices increase as the strike prices increase - indicating how much an investor should expect to pay in premiums for these options.</p><p>Notably, some of the bid values are marked in bold, highlighting the strong bids for those particular expiration dates and strike prices.</p><p>In addition to the listed bid values, the opportunity to add additional trading information is also available with this matrix. You can include Delta, IV (Implied Volatility), and costs to open a trade, as per your requirements, which enables users to get a quick glance at a multitude of important trading data in one place.</p>

Option Chain Matrix

<p>The QM_List functions provide a robust method for extracting data from the Quotemedia’s API. They offer a wide array of applications, typically returning the results in a structured, table-like form.</p><p>For instance, should you wish to retrieve intraday history data for a certain symbol, you could utilize a QM_List function in the manner shown below:</p><p><code>=QM_List("getIntervals", "symbol","MSFT", "interval","5")</code></p><p>In the event you required data from a specific interval, the following applications would become relevant:</p><p><code>=QM_List("getIntervals", "symbol","MSFT", "interval","5","start","2020-03-18")</code>&nbsp;This function will obtain all data from March 18th, 2020.</p><p><code>=QM_List("getIntervals", "symbol","MSFT", "interval","5","start","2020-03-18","end","2020-04-15")</code>&nbsp;This function will fetch all data between March 18th, 2020 and April 15th, 2020.</p><p>Please adhere to the “YYYY-MM-DD” format for dating. Additionally, the symbol can also be an option symbol, provided it is yet to expire.</p><p>Thus, the structuring of a QM_List function may appear as:</p><p><code>=QM_List("Method Name", "Parameter1", "Parameter Value 1",&nbsp;"Parameter2", "Parameter Value 2",......,"Parameter N", "Parameter Value N")</code></p><p>Please refer to the examples listed below for a swift means of accessing the EOD History:</p><p>To fetch a month's history, apply this function: <code>=QM_List("getHistory","symbol","AAL")</code></p><p>To extract history from a specific starting date, make use of this function: <code>=QM_List("getHistory","symbol","AAL","start","2019-02-15")</code></p><p>To obtain historical data from a certain starting date till an end date, apply this function: <code>=QM_List("getHistory","symbol","AAL","start","2019-02-15", "end","2020-05-25")</code></p><p><strong>Note:</strong> The availability of QM_List methods is contingent upon the data package you have procured from Quotemedia. For instance, only those with the Options data package will have access to options-related methods.</p><p>The QM_List function, and its counterpart qm_listDynamic function, can be used to sieve through options contracts. This is particularly useful given that a single stock option could potentially have thousands of contracts. These functions can be used to filter out specific options:</p><p>Here is how to retrieve all options for AAL expiring between July 19th, 2020 and September 18th, 2020: <code>=QM_List("getOptionchain","symbol","AAL","expireMin","2020-07-19","expireMax","2020-09-18")</code></p><p>If you want the options with a minimum strike price of 12: <code>=QM_List("getOptionchain","symbol","AAL","expireMin","2020-07-19","expireMax","2020-09-18","strikeMin",12)</code></p><p>If you wish to set a range for the strike price, say, between 12 and 14: <code>=QM_List("getOptionchain","symbol","AAL","expireMin","2020-07-19","expireMax","2020-09-18","strikeMin",12,"strikeMax",14)</code></p><p>If you want to exclude zero volume contracts and only get options yet to expire: <code>=QM_List("getOptionchain","symbol","AAL","expireMin","2020-07-19","expireMax","2020-09-18","strikeMin",12,"strikeMax",14,"inclExpired","false","inclZeroVol","false")</code></p><p>If you only need put options: <code>=QM_List("getOptionchain","symbol","AAL","expireMin","2020-07-19","expireMax","2020-09-18","strikeMin",12,"strikeMax",14,"inclExpired","false","inclZeroVol","false","callput","put")</code></p><p>To retrieve the entire history of an options contract: <code>=QM_List(“getHistory”,”symbol”,”@AAL 200717P00018000″,”start”,”2001-01-01″)</code></p>

How to use QM_List function to get OptionChain and Interval Data

<p>This is a comprehensive and dynamic stock portfolio management template. It conveniently consolidates multiple investment accounts into a single easy-to-understand spreadsheet. This unique tool is a robust system to keep track of all your stock investments, providing detailed insights, including Purchase Date, Purchase Price, Quantity, Cost, and Current Value. Moreover, it analyzes your stock's performance using real-time data from <a href="https://marketxls.com/portfolio-manager" rel="noopener noreferrer" target="_blank">MarketXLS.com</a> by reflecting changes triggered by market fluctuations instantly. This efficacious consolidation results in a highly organized view of your overall portfolio, including the gains/losses, daily changes, and performance indicators like 7Day, 30Day, QTD, YTD, and Annual Gain/Loss %.</p><p><br></p><p>It offers tracking for an extensive range of data, including stock performance compared to yearly highs and lows, averages over 50 and 200 days, and the difference between the stock’s annual purchase price and current price. Furthermore, it offers insights on profits/losses, tracking these variables live and illustrating how a portfolio's worth has evolved over time. This level of data analysis provides a panoramic view of your investments, assisting in strategic decision-making for potential stock purchases, sales or holds, thus making it a must-have tool for any astute investor.</p>

Portfolio Tracker Excel Spreadsheet

<p><strong>This is a comprehensive Rollover Option Strategy Template</strong> specifically designed for trading in stock options. The stocks are based on any underlying equity, annotated in this example as '<em>AAPL</em>', trading at a given price (e.g., 176.65). The template strategically highlights the current short position of an options trader and clearly delineates parameters such as the <em>Option Symbol, Underlying Stock, Dates till Expiry (DTE), Option Type, Strike Price, Expiry Date, Bid/Ask price, Delta (∆), Theta (Θ), Dollar Change (∆$), Total proceeds from the option trade ($Proceeds),</em> and <em>Daily Dollar Change ($/Day)</em>.</p><p><br></p><p>For instance, the current position row shows a 5-day till expiry <em>Put Option</em> for AAPL with a strike price of 175, expiring on 10th November, with a -0.36 delta indicating it moves in the opposite direction to the underlying stock. Total proceeds from this option amount to 134 dollars, with a daily rate of 25 dollars.</p><p>The template also excellently outlines potential rollover options for subsequent Fridays, targeting a roll over to a strike price of 280. It provides a list of <em>Rollover Candidates for AAPL</em> with different expirations dates and calculates their potential proceeds and daily rates accordingly, aiding traders in selecting an optimal rollover strategy. Each candidate is gauged using the same parameters as the current positions, allowing for a straightforward comparison.</p><p><br></p><p>This template serves as a valuable <em>decision-support tool</em>, enabling traders to systematically identify and execute the most beneficial rollover strategies. It offers a tactical approach to expand and sustain trading success within the realm of stock options.</p>

Options Rollover Strategy Example Template

<p>Obtain a comprehensive options chain that meticulously organizes put options on one side and call options on the other, facilitating a clear and efficient comparison between the two. Supplement this data with valuable indicators like the put-call ratio and the open interest (OI) ratio. These ratios serve as key measures of market sentiment and can provide insights into investors' expectations of future price movements. For an even more granular study, capture critical price details, like the last traded price, the ask price, and the bid price. These figures can lend perspective on the market's supply-demand dynamics and unveil potential trading opportunities. Additionally, examine the implied volatility (IV), a predictive factor that gives a sense of the likelihood of price fluctuations. Paired with the associated Greek values that measure the sensitivity of the option's price to various factors, this information can help in devising sophisticated trading strategies. Acquiring and analyzing such a detailed set of data about options helps traders to make well-informed decisions based on a deep understanding of the market. This, in turn, can maximize profits, minimize losses, and greatly improve overall trading performance.</p>

Option Chain Excel Sheet (SPY Example)

<h2>This is an Excel template designed for financial trade tracking, particularly focusing on options trading for specific underlying assets. Its core function is to track and analyze key trading parameters for specific stocks, in this case, the American Airlines Group Inc. - AAL. </h2>

In-use, one can input various data, such as the 'Underlying Price', 'Volume', 'Calls (Gamma Exposure)', 'Puts', and '%', to track the company's stock trading interactions. It also provides a provision for inputting data on 'Support & Resistance' levels, along with the respective 'Call Put Volume/Open Interest'. All these inputs enable the user to track and analyze the performance and trends associated with the concerned stock.

A trader would find this template useful for several reasons. Firstly, it summarizes metrics such as price, gamma exposure, support and resistance levels, and call-put volume and open interest, hence enhancing trading efficiency. Secondly, it aids in making guided decisions by identifying key performance indicators like the underlying price, volume, and strike difference. Moreover, it allows for timely monitoring of any changes in these parameters, which is crucial in a dynamic market environment. Lastly, using this template can reduce the probability of errors that may occur when tracking these metrics manually, thus ensuring more accurate trading operations. 

For instance, with AAL, this template charts and tracks the underlying price for options, which currently stands at 11.4 with a call gamma exposure of 18,769,090 and puts at -5,507,477. It shows the support & resistance at given levels and the associated volumes. The Call and Put volumes along with open interest are also recorded. This is vital in predicting market trends and making informed trading decisions.

Gamma Exposure (GEX) Template

<h2>This is an Excel template designed for financial trade tracking, particularly focusing on options trading for specific underlying assets. Its core function is to track and analyze key trading parameters for specific stocks, in this case, the American Airlines Group Inc. - AAL. </h2>

In-use, one can input various data, such as the 'Underlying Price', 'Volume', 'Calls (Gamma Exposure)', 'Puts', and '%', to track the company's stock trading interactions. It also provides a provision for inputting data on 'Support & Resistance' levels, along with the respective 'Call Put Volume/Open Interest'. All these inputs enable the user to track and analyze the performance and trends associated with the concerned stock.

A trader would find this template useful for several reasons. Firstly, it summarizes metrics such as price, gamma exposure, support and resistance levels, and call-put volume and open interest, hence enhancing trading efficiency. Secondly, it aids in making guided decisions by i

<p>Uncover the potency of cutting-edge options trading analytics with MarketXLS in this enlightening video. Take a deep dive into innovative, user-influenced features tailored to decipher vital trading metrics and propel better, data-backed trading decisions. Glean the market for unconventional options, volume, and open interest. Delve into unique option opportunities and scan utilizing the underlying ticker of your preference.</p>

Unusual Options Activity Scanner

The Volatility Calculator is an intuitive and powerful tool designed to help traders and investors analyze market volatility for a wide range of financial instruments. It offers insights into both historical and implied volatility, enabling users to make data-driven decisions and optimize their trading strategies. With customizable timeframes, real-time data integration, and advanced portfolio management features, the Volatility Calculator is an essential tool for managing risk, identifying market trends, and enhancing overall performance in the financial markets.

This template includes important data about when and how much a dividend will be paid corresponding to the ex-dividend date. It also consists of dividend yields, consecutive periods of increasing dividends and consecutive periods of uninterrupted dividend.

You can use this template to track the historical monthly returns for any ticker of any asset class - Stocks, ETFs, Mutual Funds, Cryptos. All you need to do is change the ticker in cell B2.

This template helps to track the E-Mini S&P 500 options. There is a different code for each expiry which is automatically picked up by the template from the main 'es-options' sheet.

This template sets a common time frame for assessing the performance of securities against each other. Use this template to calculate weekly, monthly, three months, quarter to date, yearly returns of stocks or your portfolio.    <input type="hidden" id="templateID" value="tp-o-valuation-models-603a609b82dc3f2729703aaa">

This is a good template to use if you have accounts in multiple brokerages.  I bring in data from all the accounts on a single spreadsheet to make it easy for me to monitor my entire portfolio -- all -- stocks, ETFs, options and cryptocurrency.  I also use a trading plug-in from inside the sheet.

<p>This template helps the user to compare the prices of cryptocurrency across various exchanges.</p>

Comparison of prices of cryptocurrencies across exchanges

The Short Condor Spread strategy is to profit from a stock moving up or down beyond the highest or the lowest strike price. The trader expects the price of the stock to be volatile i.e. massive price movement in any direction to take place.

The Short Condor Spread strategy is a direction neutral strategy with limited risk and a limited profit. The strategy involves buying OTM and ITM call options and selling ITM call option of a lower strike price and OTM call option of a higher strike price of the same underlying stock.

All options must have:
> Same Expiry Date
> Same underlying
> Legs must have the number of contracts in the ratio 1:1:1:1.<input type="hidden" id="templateID" value="tp-o-option-strategies-6065ea82c8db7458aff87dde">

It is one of such option strategies which is used by traders when they have a highly bullish outlook of the market or stock. In this strategy, the investor goes long on out of the money call option and short on out of the money put option in the same expiration month. A trade setup like this eliminates the risk of the stock trading sideways but does come with substantial risk if the stock trades down. It is to be ensured that both the options must have the same expiry date and are bought/sold in equal quantities. <input type="hidden" id="templateID" value="tp-o-option-strategies-6022abb49415e605023893fe">

This strategy is used in the case of bullish sentiment on a stock. The Strategy is used by going long on a far out call option of a lower strike price and keep going short on a near-term call option of a higher strike price as the market goes up. Hence as the market goes up, the trader can keep earning the premiums from the sold calls.										

Note: The strike price of Long Call should be lower than Short Call.									
											
											
											
											
							
									
									
<input type="hidden" id="templateID" value="tp-o-option-strategies-603a609782dc3f2729703820">

Josef Lakonishok is a professor-turned money manager and is one of the principals at Chicago-based LSV Asset Management, which manages over $6 billion in assets for both institutional and individual accounts. He has already created a stir in the finance community through his research in the field of behavioral finance. He questions the notion of a completely efficient market and believes that there are inefficiencies investors can exploit in order to outperform the overall market. 

This screen works on the concept of Value investing. Value outperforms growth, according to Lakonishok, because investors don't expect much from it. When a value stock does better than expected, investors are pleasantly surprised and more apt to reward the company by bidding up the stock.

<input type="hidden" id="templateID" value="tp-o-guru-strategies-60312dc8613a5889babf3997">

The Put Ratio Spread is a premium neutral strategy that involves buying put options at a higher strike price and selling a higher number of put options at a lower strike price of the same underlying stock.<input type="hidden" id="templateID" value="tp-o-option-strategies-6065ea788e84330edbbc8672">

Technical analysis is a means of examining and predicting price movements in the financial markets, by using historical price charts and market statistics. It is based on the idea that if a trader can identify previous market patterns, they can form a fairly accurate prediction of future price trajectories.
1) If Score > 30  --> The stock looks attractive for longs
2) If Score  The stock doesn't look attractive for longs<input type="hidden" id="templateID" value="tp-o-valuation-models-603a609b82dc3f2729703aab">

A statement of cash flows shows how a company spends its cash (outflows), and where a company receives its money (inflows). Cash flow analysis is the examination of a cash flow statement and analyzing all the inflows and outflows of cash from the business. 

From a financial accounting standpoint, the company might be profitable, but if the receivables are not paid in time or are never collected, the company could have financial issues. Even the best companies can struggle to manage their cash flow adequately, which is why doing a cash flow analysis is a critical tool to have in our toolbox when evaluating companies.<input type="hidden" id="templateID" value="tp-o-valuation-models-603a609482dc3f2729703580">

The Call Condor Spread is an advanced neutral option trading strategy which profits from stocks that are stagnant or trading within a a tight price range. It is not to be confused with Iron Spread, as an Iron Condor Spread is a credit spread, whereas a Condor Spreads are a debit spread. It involves buying 1 Far ITM and a Far OTM call options and selling 1 shorter ITM and a shorter OTM calls.

The choice of which strike prices to buy the long legs(Trade A and Trade D) at depends at the expected range of the underlying security. But the further the long legs are from each other, lower are the risks and lower the profits. Viceversa, the choice of the two short legs(Trade B and Trade C) will decide the  maximum profit.											
											
											
											
											
									
									
									
									
									
									
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Calendar Spread with Call options strategy is used to profit from neutral stock price action at the strike price. It also limits the risk in either direction of the strike price. The maximum gain happens when the options expire at the strike price of the calls.
The strategy is implemented by going short on the near term call option and going long on a far-term call option. <input type="hidden" id="templateID" value="tp-o-option-strategies-603a609782dc3f2729703821">

The Call Ratio Spread is a premium neutral strategy that involves buying call options at a lower strike price and selling a higher number of call options at a higher strike price of the same underlying stock.<input type="hidden" id="templateID" value="tp-o-option-strategies-6065ea78feb7771be643d5df">

Investors look at the Altman Z score to gauge the possibility of a firm going bankrupt in the near future. This Model is a valuable predictor of the financial distress of firms.

The Z score was published in 1968 by Edward Altman to gauge the company's financial health. The Model incorporates 5 different ratios that are used to determine the chances of bankruptcy for the firm.<input type="hidden" id="templateID" value="tp-o-valuation-models-603a609482dc3f2729703581">

Protective Call strategy is used by investors when they are short on any stock and want to hedge their potential loss from rise in the stock price. Investors buy Call options for given premium to hedge their positions. This strategy is generally used when investors have made profits from stock price depreciation and want to hold short position further but do not want to risk their profits from rise in stock price again.<input type="hidden" id="templateID" value="tp-o-option-strategies-6065ea8bbdd83f2bcd40066e">

Graham defined the enterprising investor as an experienced individual willing and able to put forth an "intelligent effort" in analyzing a wide range of seasoned stocks. One of the companies in which an investor should invest is in large unpopular companies indicated by a low price relative to current earnings. The other type of company is those which are at a bargain i.e. the companies, the shares of which are trading 50% or less than its indicated value (calculated using Ben Graham Formula). In general, these companies are large unpopular companies that can sustain in times of adverse economic conditions and have the ability to earn fair returns on invested capital and while in a bull run, these firms advance to the full valuation<input type="hidden" id="templateID" value="tp-o-guru-strategies-60312dc77e97cf438ddcd6f5">

Investors look at the Profitability ratios to get an idea about the operational efficiency of the firm. Return on Equity (aka ROE) is one such important ratio. ROE is a measure of financial performance. It gauges profitability of the company in relation to Stockholders' Equity.<input type="hidden" id="templateID" value="tp-o-valuation-models-603a609482dc3f272970357f">

PE Band Valuation uses forward Price-to-Earning i.e forecasted earnings in the P/E calculation. 
Different price bands are made according to the forward P/E and the stock is plotted against them to understand where it lies at any point in time. This template can be used to understand what are the different forward P/E multiples range that the stock can lie on the basis of the historical performance. The current stock price can be checked where it lies on the P/E Band and hence the upside/downside can be determined<input type="hidden" id="templateID" value="tp-o-valuation-models-603a609482dc3f2729703579">

It is an options strategy that is used by traders when they have a moderately bearish outlook of the market or stock. In this strategy, the investor goes long on the OTM call option and short on the ITM call option. It is to be ensured that both the options must have the same expiry date and are bought/sold in equal quantities. It is used when markets have rallied and call premiums have gone high.									
									
									
									
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The Reverse Iron Condor Spread is a complex volatile options strategy with limited maximum profit and limited maximum loss potential and profits when the underlying stock breaks out to upside or downside. The limited scope of profits is complimented by a matching limit on the possibility to incur a loss. Thus, this strategy appeals to the intellect of most advanced options traders to invest and make a viable return.

The basic assumption pertaining to the strategy relates to the volatile movement of the stock markets. If the investor expects a sharp movement in the prices of an underlying security, they might seek to implement the Reverse Iron Condor Strategy for maximum return.

The strategy involves entering into four different transactions in both, call and put options. Even though the investor may not be sure of the direction in which the price of the security may move.


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The Beneish M Score Model is a mathematical model that uses financial ratios and eight variables to identify whether a company has manipulated its earnings.

The basic theory that Beneish bases the ratio upon is that companies may be more likely to manipulate their profits if they show deteriorating gross margins, operating expenses and leverage both rising, along with significant sales growth. These factors may cause profit manipulation through various means.

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A leverage ratio is any kind of financial ratio that indicates the level of debt incurred by a business entity against several other accounts in its balance sheet, income statement, or cash flow statement.  These ratios provide an indication of how the company’s assets and business operations are financed (using debt or equity). Two common leverage ratios are: debt/equity and debt/capital
Leverage ratios represent the extent to which a business is utilizing borrowed money. It also evaluates company solvency and capital structure. Having high leverage in a firm’s capital structure can be risky, but it also provides benefits
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Dreman Screen is a Stock Picking strategy by the legendary investor/author famous for his contrarian investment strategies David Dreman.He believes that often stock prices shoot up due to emotional sentiment, and due to this undervalued stocks remain ignored. Hence the idea behind this screener is that in the future undervalued stocks will again be discovered once overvalued stocks fail to perform.								
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The stock repair strategy is used as an alternative strategy to recover from a loss after a long stock position has suffered from a drop in the stock price. This strategy involves the implementation of a call ratio spread (buy 1 ATM Call and sell 2 OTM Calls) to reduce the break-even price of a losing long stock position, thereby increasing the chance of fully recovering from the loss.

This strategy should be implemented by traders who want to average their position by buying additional stocks in cash when the underlying stock price is falling. Instead of buying additional stock in cash which may take a long time, the trader can apply stock repair strategy.<input type="hidden" id="templateID" value="tp-o-option-strategies-6065ea917b6c6d593ad06c2b">

Richard Driehaus is considered by many to be the father of momentum investing. 

Driehaus Revised Screen focuses on earnings growth in YoY and QoQ fashion. The criteria to filter the stocks is based on the price momentum which is linked to the earnings growth of the company. Thus, if the Earnings are increasing that too in an accelerating manner, then the stock passes the test. Also, the criteria include a limit on market cap, and only the companies with a market cap of more than 50 million and less than 3 billion come under the ambit of the stocks that satisfy this test.<input type="hidden" id="templateID" value="tp-o-guru-strategies-60312dc57cc00d7703b7479a">

Investors can look at various fundamental ratios and figures to gauge the strength of stock and the potential to generate returns in the future. This template covers three areas of fundamental analysis and provides a good comparison with the industry peers entered by the user. The three areas of fundamental analysis covered are as follows:
> Return Ratios: ROE, ROA, ROIC
> Valuation Ratios: P/E, EV/EBITDA, MarketCap/Sales
> CashFlow Ratios: CF/share, Price/FCF, OCF/Sales
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Geraldine weiss was an investor who was popular for her unique value approach through company dividends as a metric. She was also nicknamed as the Grande Dame of Dividends. She was popular for using the dividend yield as a valuation metric, by indicating that there is a strong relationship between a company's ability to pay dividends over time and the performance of the company. Hence the Weiss Dividend Yield Screen helps in showing the past dividend history, Growth and EPS growth of the a stock.							
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The short butterfly is a neutral strategy like the long butterfly but bullish on volatility. It is a limited profit, limited risk options trading strategy. There are 3 striking prices involved in a short butterfly spread and it can be constructed using calls or puts. The trade involves selling one lower striking in-the-money call, buying two at-the-money calls and writing another higher striking out-of-the-money call, giving the trader a net credit to enter the position.									
									
									
									
									
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The short box is an arbitrage strategy that involves selling a bull call spread together with the corresponding bear put spread with the same strike prices and expiration dates. The short box is a strategy that is used when the spreads are overpriced with respect to their combined expiration value.<input type="hidden" id="templateID" value="tp-o-option-strategies-6065ea77a3e8c07dca5e9138">

A conversion is an arbitrage strategy in options trading that can be performed for a riskless profit when options are overpriced relative to the underlying stock. To do a conversion, the trader buys the underlying stock and offset it with an equivalent synthetic short stock (long put + short call) position i.e. buying 100 shares, buying 1 ATM Put and selling 1 ATM Call with identical strike prices and expiration dates.		

This strategy is employed to exploit perceived inefficiencies that may exist in the pricing of options for a riskless profit. To implement this strategy, the trader buys the the underlying stock and simultaneously offset that trade with an equivalent synthetic short stock position (long put + short call). The long stock position carries a positive 100 delta, while the synthetic short stock position using options has a negative 100 delta, making the strategy delta neutral, or insensitive to the direction of the market.									
									
									
									
									
									
							
									
									
									
									
									
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Liquidation value analysis is the process of valuing a company if all its assets and liabilities are sold. It’s the net value the company has after its outsiders' liabilities are paid. Goodwill and Intangible assets do not form a part of the liquidation. <input type="hidden" id="templateID" value="tp-o-valuation-models-603a609d82dc3f2729703bfd">

Options are an important derivative class which allow traders to take positions and generate profits with limited amount of risks. Traders going long on options have to pay a premium whereas those going short/ writing the option charge premium. Apart from this there are multiple option trading strategies which enable traders to further reduce their downside risk and increase the chances of profit making based on different scenarios. 
The Put Ratio Back-Spread is a net premium credit strategy that involves selling put options at a higher strike price and buying a higher number of put options at a lower strike price of the same underlying stock. 
Maximum returns will be received when the stock falls below the OTM strike price. The ATM/ITM short put option will expire with a negative intrinsic value fetching the trader loss while the OTM long option will expire in a big profit. The overall value will be as per the pay of matrix <input type="hidden" id="templateID" value="tp-o-option-strategies-6065ea81be78568022384fd5">

Fiduciary Calls

The Gordon Growth Model – otherwise described as the dividend discount model – is a stock valuation method that calculates a stock’s intrinsic value. Therefore, this method disregards current market conditions. Investors can then compare companies against other industries using this simplified model.					
					
The Gordon Growth Model assumes the following conditions:
- The company’s business model is stable; i.e. there are no significant changes in its operations.
- The company grows at a constant, unchanging rate.
- The company has stable financial leverage.
- The company’s free cash flow is paid as dividends.							
								
								
								
								
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Dreman Screen

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Put Ratio Back-Spread

Fiduciary Calls

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