Black Scholes Futures Options Pricer

This project has been awarded to shomratkutub for $200 USD.

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$30 - $250 USD
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Project Description

I would like a spreadsheet that takes as an input an at-the-money volatility, and relative delta points to the left (10 delta put, 25 delta put, and 33 delta put) and to the right (33 delta call, 25 delta call, and 10 delta call), a future price, an expiration date, an interest rate curve, and return any option price and first and second order greeks. It should use a cubic spline interpolation for all strikes volatility from the 7 point surface I input.

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