Option Chain Probability excel sheet - Implied Volatility Excel Sheet

Option Chain Probability excel sheet - Implied Volatility Excel Sheet

Stock futures May 30, 2019

Option Chain Probability excel sheet - Implied Volatility Excel Sheet

Buying and selling options are risky and traders need tools to find the probability of success.
This blog will help you to calculate the probability of making money in an option trade with this free excel sheet. Many techniques are there but the simplest is based upon understanding the math behind it.

To find the probability of the direction of the market based on implied volatility follows these steps.


Implied volatility analysis




  1. Download implied volatility excel sheet 
  2. Visit NSE  https://urlzs.com/hX8k3
  3. Download premium decay excel sheet
  4. https://www.retailbroker.in/2020/01/premium-decay-analysis-daily-premium-decay-excel-sheet.html
  5. Check the closing price of nifty 50.
  6. Fill the closing price in excel sheet in current stock price column e.g. 11000
  7. Check the implied volatility of  11000 call side and put side
  8. Fill implied volatility data in excel sheet 
  9. Calculate days left for expiry.
  10. Check the highest open interest build up call side and put 
  11. Fill the strike price that have the highest open interest call side and put side.
  12. Check the probability of hitting the strike price 
  13. Higher probability shows the probability of hitting that strike price
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16 Comments

  1. SagarAugust 8, 2019 at 12:25 AM

    Thanks

    ReplyDelete
  2. Stock futuresAugust 8, 2019 at 8:53 AM

    Thank you for your valuable comment Please share the blog

    ReplyDelete
  3. nileshAugust 28, 2019 at 1:16 PM

    we cant edit the value.. ??
    give me suggetion how to edit value..??

    ReplyDelete
    Replies
    1. Stock futuresAugust 28, 2019 at 1:40 PM

      Download the file and edit the value according to your need

      Delete
    2. Stock futuresAugust 28, 2019 at 1:41 PM

      If this still not work for you reply me

      Delete
  4. AnalystNovember 20, 2019 at 12:42 PM

    You have written this article on options with a great authority and we commend the same for your efforts. I have bookmarked your site to return again.

    Regards
    best option tips

    ReplyDelete
  5. Chandra NarayanNovember 21, 2019 at 6:22 PM

    Respected Sir, please tell me,how to download Option Chain Probability excel sheet - Implied Volatility Excel Sheet

    ReplyDelete
    Replies
    1. Stock futuresNovember 21, 2019 at 7:31 PM

      To download the Implied Volatility Excel Sheet. Click on the excel sheet mention on point 1 . google sheet will appear on the right hand side drop down download option will apper. Click on the download tab to download the Implied Volatility Excel Sheet

      Delete
    2. Chandra NarayanNovember 23, 2019 at 1:17 PM

      Thanks Sir, for your valuable reply.

      Delete
  6. PdoptioncraftNovember 27, 2019 at 1:50 PM

    Sir, What is full form of CPM ..and why changing call IV changes CPM Put winning probability and CPM call probability remains unchanged..Pls explain

    ReplyDelete
  7. neha kharodiaDecember 8, 2019 at 1:20 PM

    is this applicable to individual stocks also or only valid for index options???

    ReplyDelete
  8. UnknownApril 9, 2020 at 4:16 PM

    respected sir ,iam not able to edit exel sheet...pls help

    ReplyDelete
    Replies
    1. Stock futuresApril 9, 2020 at 6:35 PM

      To download the Implied Volatility Excel Sheet. Click on the excel sheet mention on point 1 . google sheet will appear on the right hand side drop down download option will apper. Click on the download tab to download the Implied Volatility Excel Sheet

      Delete
  9. UnknownJuly 23, 2020 at 9:58 PM

    This comment has been removed by a blog administrator.

    ReplyDelete
  10. VineetMay 7, 2021 at 2:37 PM

    THANK YOU

    ReplyDelete

Thank you for your valuable comment