Calculate Options Gamma in Excel

OptionGamma Function: Converts any periodic interest rate into the continuous compounded rate required by Black-Scholes.

=ContCompRate(Interest Rate, PeriodsPerYear)

Example: If you hold a bond with a Coupon Rate of 4% and interest is paid twice per year, you would use the following formula to return the Continuously Compounded Interest Rate:

=ContCompRate(4%,2)