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{"sheet":"Read Me First","index":0,"n_rows":25,"n_cols":5,"rows_kept":25,"cut":false,"hidden":false,"merged":[[0,0,0,4],[2,0,4,2]]}
["Option Pricing and Derivative Macros - Format and Input Variable Definitions"]
[]
["This workbook contains various spreadsheets, each designed to illustrate the output of the macros list below.  The Price\nMacros calculate the theoretical price of each Option Model.  The First Derivative Macros calculate all possible first\nderivative of each Option Model.  The Second Derivatives Macros calculate all possible second and cross derivatives."]
[]
[]
[]
["Model \nName","Applicable \nto:","Price","First \nDerivatives","Second \nDerivatives"]
["Black-Scholes (1972)","Non-Dividend Paying Cash-\nSettled Underlying Security","=OptPriceBS(Asset, Strike, DomRate, Volat, Time,PC)","=OptDerivBS(Asset, Strike, DomRate, Volat, Time, PC, Deriv)","=OptDeriv2BS(Asset, Strike, DomRate, Volat, Time, PC, Deriv1, Deriv2)"]
["Black (1976)","Underlying Non-Dividend Paying \nForward or Futures Contract","=OptPriceB(Future, Strike, DomRate, Volat, Time, PC)","=OptDerivB(Future, Strike, DomRate, Volat, Time, PC, Deriv)","=OptDeriv2B(Future, Strike, DomRate, Volat, Time, PC, Deriv1, Deriv2)"]
["Merton (1980)","Cash-Settled Underlying Security\nPaying Continuous Dividend Yield","=OptPriceM(Asset, Strike, DomRate, Volat, DivYield, Time, PC)","=OptDerivM(Asset, Strike, DomRate, Volat, DivYield, Time, PC, Deriv)","=OptDeriv2M(Asset, Strike, DomRate, Volat, DivYield, Time, Deriv1, Deriv2), PC"]
["Garman-Kohlhagen (1983)","Underlying Spot Foreign Exchange\nContract","=OptPriceKG(FXRate, Strike, DomRate, Volat, ForRate, Time, PC)","=OptDerivKG(FXRate, Strike, DomRate, Volat, ForRate, Time, PC, Deriv)","=OptDeriv2KG(FXRate, Strike, DomRate, Volat, ForRate, Time, Deriv1, Deriv2, PC)"]
[]
[null,"Input Variable:","Input Variable Definition"]
[null,"Asset = ","Current Price of the Underlying Asset"]
[null,"Future = ","Current Price of the Underlying Future or Forward"]
[null,"FXRate = ","Current Value of the Underlying Foreign Exchange Rate"]
[null,"Strike = ","Strike Price of the Option"]
[null,"DomRate = ","Annualized Domestic Risk Free Interest Rate"]
[null,"ForRate = ","Annualized Foreign Risk Free Interest Rate"]
[null,"Volat = ","Annualized Instantaneous Volatility of Underlying"]
[null,"DivYield = ","Annualized Dividend Yield Paid by Underlying Asset"]
[null,"Time = ","Time to Expiry of the Option, as a Percent of One Year"]
[null,"PC = ","0 for a Call Option, 1 for a Put Option"]
[null,"Deriv = ","The Number of the First Derivative being requested"]
[null,"Deriv1, Deriv2 = ","The Numbers of the Second Derivative being requested"]

{"sheet":"Black-Scholes (1972) Model","index":1,"n_rows":19,"n_cols":16,"rows_kept":19,"cut":false,"hidden":false,"merged":[[12,2,13,2],[0,0,0,15],[4,11,4,15],[12,11,12,15],[12,8,13,8],[12,7,13,7],[4,7,5,7],[4,8,5,8],[4,1,5,1],[4,2,5,2],[4,10,5,10],[12,10,13,10],[4,4,5,4],[4,5,5,5],[12,4,13,4],[12,5,13,5],[12,1,13,1]]}
["Black-Scholes (1972) Model"]
[]
[]
[]
[null,"Option\nParameters","Value",null,"Call \nOptions","Value",null,"Call \nOptions","First \nDerivatives",null,"Call \nOptions","Second Derivative Matrix"]
[null,null,null,null,null,null,null,null,null,null,null,"    dC/dS","    dC/dX","    dC/drD","    dC/ds","    dC/dt "]
[null,"Asset Price (S) = ",{"$f":"100","v":100},null,"Price =",{"$f":"OptPriceBS($C$7,$C$8,$C$9,$C$10,$C$11,0)","v":6.285593558395945},null,"    dC/dS (Delta) =",{"$f":"optDerivBS($C$7,$C$8,$C$9,$C$10,$C$11,0,1)","v":0.79931862851533264},null,"    dC/dS",{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,0,1,1)","v":4.0076364074463508E-2},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,0,2,1)","v":-4.2185646394172119E-2},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,0,3,1)","v":1.0019091018615878},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,0,4,1)","v":-1.5413167634599931},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,0,5,1)","v":-0.35141596561987104}]
[null,"Strike Price (X) = ",{"$f":"95","v":95},null,null,null,null,"    dC/dX =",{"$f":"optDerivBS($C$7,$C$8,$C$9,$C$10,$C$11,0,2)","v":-0.7752238872961823},null,"    dC/dX",{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,0,2,1)","v":-4.2185646394172119E-2},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,0,2,2)","v":4.4405943572812752E-2},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,0,3,2)","v":-0.86083518803025727},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,0,4,2)","v":1.7700884607585428},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,0,5,2)","v":0.4267579539699714}]
[null,"Domestic Rate (rD) = ",{"$f":"2%","v":0.02},null,null,null,null,"    dC/drD (Rho) = ",{"$f":"optDerivBS($C$7,$C$8,$C$9,$C$10,$C$11,0,3)","v":18.411567323284331},null,"    dC/drD",{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,0,3,1)","v":1.0019091018615878},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,0,2,3)","v":-0.86083518803025727},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,0,3,3)","v":20.444835715718611},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,0,4,3)","v":-42.039600943015394},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,0,5,3)","v":63.5107678863505}]
[null,"Volatility (σ) = ",{"$f":"14%","v":0.14000000000000001},null,null,null,null,"    dC/ds (Vega) = ",{"$f":"optDerivBS($C$7,$C$8,$C$9,$C$10,$C$11,0,4)","v":14.02672742606223},null,"    dC/ds",{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,0,4,1)","v":-1.5413167634599931},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,0,2,4)","v":1.7700884607585428},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,0,3,4)","v":-42.039600943015394},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,0,4,4)","v":64.67287455742634},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,0,5,4)","v":42.798691652762606}]
[null,"Time to Expiry (t) = ",{"$f":"25%","v":0.25},null,null,null,null,"    dC/dt (Theta) = ",{"$f":"optDerivBS($C$7,$C$8,$C$9,$C$10,$C$11,0,5)","v":5.4004090651601713},null,"    dC/dt ",{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,0,5,1)","v":-0.35141596561987104},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,0,2,5)","v":0.4267579539699714},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,0,3,5)","v":63.5107678863505},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,0,4,5)","v":42.798691652762606},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,0,5,5)","v":-4.5371411669591142}]
[]
[null,"Intermediate\nCalculations","Value",null,"Put \nOptions","Value",null,"Put Options","First \nDerivatives",null,"Put \nOptions","Second Derivative Matrix"]
[null,null,null,null,null,null,null,null,null,null,null,"    dC/dS","    dC/dX","    dC/drD","    dC/ds","    dC/dt "]
[null,"d1 = ",{"$f":"(LN($C$7/$C$8)+$C$9*$C$11+0.5*(($C$10^2)*$C$11))/($C$10*SQRT($C$11))","v":0.83918991982214963},null,"Price =",{"$f":"OptPriceBS($C$7,$C$8,$C$9,$C$10,$C$11,1)","v":0.81177908170076307},null,"    dC/dS (Delta) =",{"$f":"optDerivBS($C$7,$C$8,$C$9,$C$10,$C$11,1,1)","v":-0.20068137148466736},null,"    dC/dS",{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,1,1,1)","v":4.0076364074463508E-2},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,1,2,1)","v":-4.2185646394172119E-2},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,1,3,1)","v":1.0019091018615878},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,1,4,1)","v":-1.5413167634599931},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,1,5,1)","v":-0.35141596561987104}]
[null,"d2 = ",{"$f":"(LN($C$7/$C$8)+$C$9*$C$11-0.5*(($C$10^2)*$C$11))/($C$10*SQRT($C$11))","v":0.76918991982214957},null,null,null,null,"    dC/dX =",{"$f":"optDerivBS($C$7,$C$8,$C$9,$C$10,$C$11,1,2)","v":0.21978859189649999},null,"    dC/dX",{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,1,2,1)","v":-4.2185646394172119E-2},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,1,2,2)","v":4.4405943572812752E-2},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,1,3,2)","v":-1.1095883078284279},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,1,4,2)","v":1.7700884607585428},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,1,5,2)","v":0.40685770438611779}]
[null,"N(d1)= ",{"$f":"NORMDIST(C15,0,1,1)","v":0.79931862851533264},null,null,null,null,"    dC/drD (Rho) = ",{"$f":"optDerivBS($C$7,$C$8,$C$9,$C$10,$C$11,1,3)","v":-5.2199790575418747},null,"    dC/drD",{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,1,3,1)","v":1.0019091018615878},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,1,2,3)","v":-1.1095883078284279},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,1,3,3)","v":26.352722310925163},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,1,4,3)","v":-42.039600943015394},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,1,5,3)","v":-30.542786709337797}]
[null,"N(d2)= ",{"$f":"NORMDIST(C16,0,1,1)","v":0.77910971320196043},null,null,null,null,"    dC/ds (Vega) = ",{"$f":"optDerivBS($C$7,$C$8,$C$9,$C$10,$C$11,1,4)","v":14.02672742606223},null,"    dC/ds",{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,1,4,1)","v":-1.5413167634599931},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,1,2,4)","v":1.7700884607585428},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,1,3,4)","v":-42.039600943015394},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,1,4,4)","v":64.67287455742634},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,1,5,4)","v":42.798691652762606}]
[null,null,null,null,null,null,null,"    dC/dt (Theta) = ",{"$f":"optDerivBS($C$7,$C$8,$C$9,$C$10,$C$11,1,5)","v":3.5098853546940747},null,"    dC/dt ",{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,1,5,1)","v":-0.35141596561987104},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,1,2,5)","v":0.40685770438611779},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,1,3,5)","v":-30.542786709337797},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,1,4,5)","v":42.798691652762606},{"$f":"optderiv2bs($C$7,$C$8,$C$9,$C$10,$C$11,1,5,5)","v":-4.4993306927497922}]

{"sheet":"Black (1976) Model","index":2,"n_rows":19,"n_cols":16,"rows_kept":19,"cut":false,"hidden":false,"merged":[[12,10,13,10],[12,11,12,15],[4,1,5,1],[4,2,5,2],[12,4,13,4],[12,5,13,5],[12,7,13,7],[12,8,13,8],[0,0,0,15],[4,4,5,4],[4,5,5,5],[4,7,5,7],[4,8,5,8],[4,10,5,10],[4,11,4,15],[12,1,13,1],[12,2,13,2]]}
["Black (1976) Model"]
[]
[]
[]
[null,"Option\nParameters","Value",null,"Call \nOptions","Value",null,"Call \nOptions","First \nDerivatives",null,"Call \nOptions","Second Derivative Matrix"]
[null,null,null,null,null,null,null,null,null,null,null,"    dC/dF","    dC/dX","    dC/drD","    dC/ds","    dC/dt "]
[null,"Future Price (F) = ",{"$f":"100","v":100},null,"Price =",{"$f":"OptPriceB($C$7,$C$8,$C$9,$C$10,$C$11,0)","v":5.8920236411911251},null,"    dC/dF (Delta) =",{"$f":"optderivB($C$7,$C$8,$C$9,$C$10,$C$11,0,1)","v":0.77480179911397185},null,"    dC/dF",{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,0,1,1)","v":4.223198416964493E-2},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,0,1,2)","v":-4.445472017857361E-2},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,0,1,3)","v":-0.19370044977849296},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,0,1,4)","v":-1.4733923109773848},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,0,1,5)","v":-0.42804588305594721}]
[null,"Strike Price (X) = ",{"$f":"95","v":95},null,null,null,null,"    dC/dX =",{"$f":"optderivB($C$7,$C$8,$C$9,$C$10,$C$11,0,2)","v":-0.75355953968637945},null,"    dC/dX",{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,0,2,1)","v":-4.445472017857361E-2},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,0,2,2)","v":4.6794442293235379E-2},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,0,2,3)","v":0.18838988492159486},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,0,2,4)","v":1.7065307953380442},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,0,2,5)","v":0.49289981348838002}]
[null,"Domestic Rate (rD) = ",{"$f":"2%","v":0.02},null,null,null,null,"    dC/drD (Rho) = ",{"$f":"optderivB($C$7,$C$8,$C$9,$C$10,$C$11,0,3)","v":-1.4730059102977813},null,"    dC/drD",{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,0,3,1)","v":-0.19370044977849296},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,0,3,2)","v":0.18838988492159486},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,0,3,3)","v":0.36825147757444532},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,0,3,4)","v":-3.6952986148439315},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,0,3,5)","v":-6.8972471351414706}]
[null,"Volatility (σ) = ",{"$f":"14%","v":0.14000000000000001},null,null,null,null,"    dC/ds (Vega) = ",{"$f":"optderivB($C$7,$C$8,$C$9,$C$10,$C$11,0,4)","v":14.781194459375726},null,"    dC/ds",{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,0,4,1)","v":-1.4733923109773848},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,0,4,2)","v":1.7065307953380442},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,0,4,3)","v":-3.6952986148439315},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,0,4,4)","v":56.560683369436354},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,0,4,5)","v":45.103756373006121}]
[null,"Time to Expiry (t) = ",{"$f":"25%","v":0.25},null,null,null,null,"    dC/dt (Theta) = ",{"$f":"optderivB($C$7,$C$8,$C$9,$C$10,$C$11,0,5)","v":4.0208939758013811},null,"    dC/dt ",{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,0,5,1)","v":-0.42804588305594721},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,0,5,2)","v":0.49289981348838002},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,0,5,3)","v":-6.8972471351414706},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,0,5,4)","v":45.103756373006121},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,0,5,5)","v":-4.0063038895751273}]
[]
[null,"Intermediate\nCalculations","Value",null,"Put \nOptions","Value",null,"Put Options","First \nDerivatives",null,"Put \nOptions","Second Derivative Matrix"]
[null,null,null,null,null,null,null,null,null,null,null,"    dP/dF","    dP/dX","    dP/drD","    dP/ds","    dP/dt "]
[null,"d1 = ",{"$f":"(LN(C7/C8)+0.5*C10^2*C11)/(C10*SQRT(C11))","v":0.76776134839357824},null,"Price =",{"$f":"OptPriceB($C$7,$C$8,$C$9,$C$10,$C$11,1)","v":0.91696124522772038},null,"    dP/dF (Delta) =",{"$f":"optderivB($C$7,$C$8,$C$9,$C$10,$C$11,1,1)","v":-0.22021068007871047},null,"    dP/dF",{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,1,1,1)","v":4.223198416964493E-2},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,1,1,2)","v":-4.445472017857361E-2},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,1,1,3)","v":5.5052670019677619E-2},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,1,1,4)","v":-1.4733923109773848},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,1,1,5)","v":-0.40814563347209354}]
[null,"d2 = ",{"$f":"C15-C10*SQRT(C11)","v":0.69776134839357828},null,null,null,null,"    dP/dX =",{"$f":"optderivB($C$7,$C$8,$C$9,$C$10,$C$11,1,2)","v":0.24145293950630281},null,"    dP/dX",{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,1,2,1)","v":-4.445472017857361E-2},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,1,2,2)","v":4.6794442293235379E-2},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,1,2,3)","v":-6.0363234876575703E-2},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,1,2,4)","v":1.7065307953380442},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,1,2,5)","v":0.47299956390452635}]
[null,"N(d1)= ",{"$f":"NORMDIST(C15,0,1,1)","v":0.7786855092939321},null,null,null,null,"    dP/drD (Rho) = ",{"$f":"optderivB($C$7,$C$8,$C$9,$C$10,$C$11,1,3)","v":-0.22924031130693009},null,"    dP/drD",{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,1,3,1)","v":5.5052670019677619E-2},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,1,3,2)","v":-6.0363234876575703E-2},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,1,3,3)","v":5.7310077826732524E-2},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,1,3,4)","v":-3.6952986148439315},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,1,3,5)","v":-1.9470600511578828}]
[null,"N(d2)= ",{"$f":"NORMDIST(C16,0,1,1)","v":0.75733677259785814},null,null,null,null,"    dP/ds (Vega) = ",{"$f":"optderivB($C$7,$C$8,$C$9,$C$10,$C$11,1,4)","v":14.781194459375726},null,"    dP/ds",{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,1,4,1)","v":-1.4733923109773848},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,1,4,2)","v":1.7065307953380442},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,1,4,3)","v":-3.6952986148439315},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,1,4,4)","v":56.560683369436354},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,1,4,5)","v":45.103756373006121}]
[null,null,null,null,null,null,null,"    dP/dt (Theta) = ",{"$f":"optderivB($C$7,$C$8,$C$9,$C$10,$C$11,1,5)","v":4.1203952237206494},null,"    dP/dt ",{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,1,5,1)","v":-0.40814563347209354},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,1,5,2)","v":0.47299956390452635},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,1,5,3)","v":-1.9470600511578828},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,1,5,4)","v":45.103756373006121},{"$f":"optderiv2b($C$7,$C$8,$C$9,$C$10,$C$11,1,5,5)","v":-4.0082939145335121}]

{"sheet":"Merton (1980) Model","index":3,"n_rows":21,"n_cols":17,"rows_kept":21,"cut":false,"hidden":false,"merged":[[13,10,14,10],[13,11,13,16],[4,1,5,1],[4,2,5,2],[13,4,14,4],[13,5,14,5],[13,7,14,7],[13,8,14,8],[0,0,0,16],[4,4,5,4],[4,5,5,5],[4,7,5,7],[4,8,5,8],[4,10,5,10],[4,11,4,16],[15,1,16,1],[15,2,16,2]]}
["Merton (1980) Model"]
[]
[]
[]
[null,"Option\nParameters","Value",null,"Call \nOptions","Value",null,"Call \nOptions","First \nDerivatives",null,"Call \nOptions","Second Derivative Matrix"]
[null,null,null,null,null,null,null,null,null,null,null,"    dC/dS","    dC/dX","    dC/drD","    dC/ds","    dC/dq","    dC/dt "]
[null,"Asset Price (S) = ",{"$f":"100","v":100},null,"Price =",{"$f":"OptPriceM($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0)","v":5.7476309092990192},null,"    dC/dS (Delta) =",{"$f":"OptDerivM($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,1)","v":0.76536587324765337},null,"    dC/dS",{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,1,1)","v":4.3013290595415463E-2},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,2,1)","v":-4.5277147995174176E-2},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,3,1)","v":1.0753322648853867},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,4,1)","v":-1.4430434966162355},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,5,1)","v":-1.2666737331972997},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,6,1)","v":-0.45735970851341801}]
[null,"Strike Price (X) = ",{"$f":"95","v":95},null,null,null,null,"    dC/dX =",{"$f":"OptDerivM($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,2)","v":-0.74514690963648755},null,"    dC/dX",{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,1,2)","v":-4.5277147995174176E-2},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,2,2)","v":4.7660155784393865E-2},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,3,2)","v":-0.94564197247023241},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,4,2)","v":1.6774631723159892},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,5,2)","v":1.1319286998793543},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,6,2)","v":0.51855048743758747}]
[null,"Domestic Rate (rD) = ",{"$f":"2%","v":0.02},null,null,null,null,"    dC/drD (Rho) = ",{"$f":"OptDerivM($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,3)","v":17.697239103866579},null,"    dC/drD",{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,1,3)","v":1.0753322648853867},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,2,3)","v":-0.94564197247023241},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,3,3)","v":22.45899684616802},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,4,3)","v":-39.839750342504743},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,5,3)","v":-26.883306622134665},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,6,3)","v":58.473382338823612}]
[null,"Volatility (σ) = ",{"$f":"14%","v":0.14000000000000001},null,null,null,null,"    dC/ds (Vega) = ",{"$f":"OptDerivM($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,4)","v":15.054651708395415},null,"    dC/ds",{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,1,4)","v":-1.4430434966162355},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,2,4)","v":1.6774631723159892},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,3,4)","v":-39.839750342504743},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,4,4)","v":53.463003497522216},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,5,4)","v":36.076087415405887},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,6,4)","v":45.860133984391318}]
[null,"Dividend Yield (q) = ",{"$f":"2.75%","v":2.75E-2},null,null,null,null,"    dC/dq = ",{"$f":"OptDerivM($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,5)","v":-19.134146831191334},null,"    dC/dq",{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,1,5)","v":-1.2666737331972997},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,2,5)","v":1.1319286998793543},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,3,5)","v":-26.883306622134665},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,4,5)","v":36.076087415405887},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,5,5)","v":31.666843329932494},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,6,5)","v":-65.102594611929888}]
[null,"Time to Expiry (t) = ",{"$f":"25%","v":0.25},null,null,null,null,"    dC/dt (Theta) = ",{"$f":"OptDerivM($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,6)","v":3.5263254552289962},null,"    dC/dt ",{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,1,6)","v":-0.45735970851341801},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,2,6)","v":0.51855048743758747},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,3,6)","v":58.473382338823612},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,4,6)","v":45.860133984391318},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,5,6)","v":-65.102594611929888},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,6,6)","v":-3.7478791254928137}]
[]
[null,null,null,null,"Put \nOptions","Value",null,"Put Options","First \nDerivatives",null,"Put \nOptions","Second Derivative Matrix"]
[null,null,null,null,null,null,null,null,null,null,null,"    dC/dS","    dC/dX","    dC/drD","    dC/ds","    dC/dq","    dC/dt "]
[null,"Intermediate\nCalculations","Value",null,"Price =",{"$f":"OptPriceM($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1)","v":0.95895855791099294},null,"    dC/dS (Delta) =",{"$f":"OptDerivM($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,1)","v":-0.22778270549927512},null,"    dC/dS",{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,1,1)","v":4.3013290595415463E-2},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,2,1)","v":-4.5277147995174176E-2},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,3,1)","v":1.0753322648853867},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,4,1)","v":-1.4430434966162355},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,5,1)","v":-1.0183865885105676},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,6,1)","v":-0.4300481225978775}]
[null,null,null,null,null,null,null,"    dC/dX =",{"$f":"OptDerivM($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,2)","v":0.24986556955619482},null,"    dC/dX",{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,1,2)","v":-4.5277147995174176E-2},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,2,2)","v":4.7660155784393865E-2},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,3,2)","v":-1.194395092268403},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,4,2)","v":1.6774631723159892},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,5,2)","v":1.1319286998793543},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,6,2)","v":0.4986502378537338}]
[null,"d1 = ",{"$f":"(LN($C$7/$C$8)+$C$12*($C$9-$C$11+0.5*$C$10^2))/($C$10*SQRT($C$12))","v":0.74097563410786393},null,null,null,null,"    dC/drD (Rho) = ",{"$f":"OptDerivM($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,3)","v":-5.9343072769596272},null,"    dC/drD",{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,1,3)","v":1.0753322648853867},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,2,3)","v":-1.194395092268403},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,3,3)","v":28.366883441374572},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,4,3)","v":-39.839750342504743},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,5,3)","v":-26.883306622134665},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,6,3)","v":-35.580172256864685}]
[null,"d2 = ",{"$f":"(LN($C$7/$C$8)+$C$12*($C$9-$C$11-0.5*$C$10^2))/($C$10*SQRT($C$12))","v":0.67097563410786387},null,null,null,null,"    dC/ds (Vega) = ",{"$f":"OptDerivM($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,4)","v":15.054651708395415},null,"    dC/ds",{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,1,4)","v":-1.4430434966162355},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,2,4)","v":1.6774631723159892},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,3,4)","v":-39.839750342504743},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,4,4)","v":53.463003497522216},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,5,4)","v":36.076087415405887},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,6,4)","v":45.860133984391318}]
[null,"N(d1)= ",{"$f":"NORMDIST(C18,0,1,1)","v":0.77064589289683905},null,null,null,null,"    dC/dq = ",{"$f":"OptDerivM($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,5)","v":5.6945676374818781},null,"    dC/dq",{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,1,5)","v":-1.0183865885105676},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,2,5)","v":1.1319286998793543},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,3,5)","v":-26.883306622134665},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,4,5)","v":36.076087415405887},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,5,5)","v":25.459664712764191},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,6,5)","v":33.529473614874448}]
[null,"N(d2)= ",{"$f":"NORMDIST(C19,0,1,1)","v":0.74888197406435864},null,null,null,null,"    dC/dt (Theta) = ",{"$f":"OptDerivM($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,6)","v":4.3669603363169536},null,"    dC/dt ",{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,1,6)","v":-0.4300481225978775},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,2,6)","v":0.4986502378537338},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,3,6)","v":-35.580172256864685},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,4,6)","v":45.860133984391318},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,5,6)","v":33.529473614874448},{"$f":"optderiv2m($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,6,6)","v":-3.7851755125512305}]

{"sheet":"Garman-Kohlhagen (1983) Model","index":4,"n_rows":21,"n_cols":17,"rows_kept":21,"cut":false,"hidden":false,"merged":[[13,10,14,10],[13,11,13,16],[4,1,5,1],[4,2,5,2],[13,4,14,4],[13,5,14,5],[13,7,14,7],[13,8,14,8],[0,0,0,16],[4,4,5,4],[4,5,5,5],[4,7,5,7],[4,8,5,8],[4,10,5,10],[4,11,4,16],[15,1,16,1],[15,2,16,2]]}
["Garman-Kohlhagen (1983) Model"]
[]
[]
[]
[null,"Option\nParameters","Value",null,"Call \nOptions","Value",null,"Call \nOptions","First \nDerivatives",null,"Call \nOptions","Second Derivative Matrix"]
[null,null,null,null,null,null,null,null,null,null,null,"    dC/dS","    dC/dX","    dC/drD","    dC/ds","    dC/drF ","    dC/dt "]
[null,"FXRate (FX) = ",100,null,"Price =",{"$f":"OptPriceM($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0)","v":4.9637218428219825},null,"    dC/dS (Delta) =",{"$f":"optderivKG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,1)","v":0.70960566664716029},null,"    dC/dS",{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,1,1)","v":4.7079337754782145E-2},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,2,1)","v":-4.9557197636612788E-2},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,3,1)","v":1.1769834438695537},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,4,1)","v":-1.222155879709262},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,5,1)","v":-1.3543848605313438},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,6,1)","v":-0.62727273175780551}]
[null,"Strike Price (X) = ",95,null,null,null,null,"    dC/dX =",{"$f":"optderivKG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,2)","v":-0.69470362970414778},null,"    dC/dX",{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,1,2)","v":-4.9557197636612788E-2},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,2,2)","v":5.2165471196434499E-2},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,3,2)","v":-1.0652540334892824},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,4,2)","v":1.459930065106315},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,5,2)","v":1.2389299409153194},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,6,2)","v":0.67046047900691508}]
[null,"Domestic Rate (rD) = ",0.02,null,null,null,null,"    dC/drD (Rho) = ",{"$f":"optderivKG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,3)","v":16.499211205473511},null,"    dC/drD",{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,1,3)","v":1.1769834438695537},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,2,3)","v":-1.0652540334892824},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,3,3)","v":25.299783295370457},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,4,3)","v":-34.673339046274982},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,5,3)","v":-29.424586096738835},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,6,3)","v":50.073408445479799}]
[null,"Volatility (σ) = ",0.14000000000000001,null,null,null,null,"    dC/ds (Vega) = ",{"$f":"optderivKG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,4)","v":16.47776821417375},null,"    dC/ds",{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,1,4)","v":-1.222155879709262},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,2,4)","v":1.459930065106315},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,3,4)","v":-34.673339046274982},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,4,4)","v":36.004096238803442},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,5,4)","v":30.553896992731548},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,6,4)","v":48.817907409475303}]
[null,"Foreign Rate (rF) = ",7.0000000000000007E-2,null,null,null,null,"    dC/drF (RhoF) = ",{"$f":"optderivKG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,5)","v":-17.740141666179007},null,"    dC/drF ",{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,1,5)","v":-1.3543848605313438},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,2,5)","v":1.2389299409153194},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,3,5)","v":-29.424586096738835},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,4,5)","v":30.553896992731548},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,5,5)","v":33.859621513283592},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,6,5)","v":-55.278748370770884}]
[null,"Time to Expiry (t) = ",0.25,null,null,null,null,"    dC/dt (Theta) = ",{"$f":"optderivKG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,6)","v":0.96647232987640952},null,"    dC/dt ",{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,1,6)","v":-0.62727273175780551},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,2,6)","v":0.67046047900691508},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,3,6)","v":50.073408445479799},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,4,6)","v":48.817907409475303},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,5,6)","v":-55.278748370770884},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,0,6,6)","v":-1.6690521130300171}]
[]
[null,null,null,null,"Put \nOptions","Value",null,"Put Options","First \nDerivatives",null,"Put \nOptions","Second Derivative Matrix"]
[null,null,null,null,null,null,null,null,null,null,null,"    dC/dS","    dC/dX","    dC/drD","    dC/ds","    dC/drF ","    dC/dt "]
[null,"Intermediate\nCalculations","Value",null,"Price =",{"$f":"OptPriceM($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1)","v":1.2246837996194913},null,"    dC/dS (Delta) =",{"$f":"optderivKG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,1)","v":-0.27304656901791285},null,"    dC/dS",{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,1,1)","v":4.7079337754782145E-2},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,2,1)","v":-4.9557197636612788E-2},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,3,1)","v":1.1769834438695537},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,4,1)","v":-1.222155879709262},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,5,1)","v":-1.1087218016150755},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,6,1)","v":-0.5584870752612503}]
[null,null,null,null,null,null,null,"    dC/dX =",{"$f":"optderivKG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,2)","v":0.30030884948853453},null,"    dC/dX",{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,1,2)","v":-4.9557197636612788E-2},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,2,2)","v":5.2165471196434499E-2},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,3,2)","v":-1.3140071532874531},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,4,2)","v":1.459930065106315},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,5,2)","v":1.2389299409153194},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,6,2)","v":0.65056022942306146}]
[null,"d1 = ",{"$f":"(LN($C$7/$C$8)+$C$12*($C$9-$C$11+0.5*$C$10^2))/($C$10*SQRT($C$12))","v":0.58918991982214963},null,null,null,null,"    dC/drD (Rho) = ",{"$f":"optderivKG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,3)","v":-7.1323351753526953},null,"    dC/drD",{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,1,3)","v":1.1769834438695537},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,2,3)","v":-1.3140071532874531},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,3,3)","v":31.207669890577012},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,4,3)","v":-34.673339046274982},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,5,3)","v":-29.424586096738835},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,6,3)","v":-43.98014615020849}]
[null,"d2 = ",{"$f":"(LN($C$7/$C$8)+$C$12*($C$9-$C$11-0.5*$C$10^2))/($C$10*SQRT($C$12))","v":0.51918991982214957},null,null,null,null,"    dC/ds (Vega) = ",{"$f":"optderivKG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,4)","v":16.47776821417375},null,"    dC/ds",{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,1,4)","v":-1.222155879709262},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,2,4)","v":1.459930065106315},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,3,4)","v":-34.673339046274982},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,4,4)","v":36.004096238803442},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,5,4)","v":30.553896992731548},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,6,4)","v":48.817907409475303}]
[null,"N(d1)= ",{"$f":"NORMDIST(C18,0,1,1)","v":0.72213306080445538},null,null,null,null,"    dC/drF (RhoF) = ",{"$f":"optderivKG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,5)","v":6.8261642254478216},null,"    dC/drF ",{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,1,5)","v":-1.1087218016150755},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,2,5)","v":1.2389299409153194},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,3,5)","v":-29.424586096738835},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,4,5)","v":30.553896992731548},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,5,5)","v":27.718045040376886},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,6,5)","v":41.266833783322539}]
[null,"N(d2)= ",{"$f":"NORMDIST(C19,0,1,1)","v":0.69818584613914147},null,null,null,null,"    dC/dt (Theta) = ",{"$f":"optderivKG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,6)","v":5.9545142690658253},null,"    dC/dt ",{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,1,6)","v":-0.5584870752612503},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,2,6)","v":0.65056022942306146},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,3,6)","v":-43.98014615020849},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,4,6)","v":48.817907409475303},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,5,6)","v":41.266833783322539},{"$f":"optderiv2KG($C$7,$C$8,$C$9,$C$10,$C$11,$C$12,1,6,6)","v":-2.1127412342965819}]