Calculate Options Theta in Excel

CallTheta Function: Returns the Black-Scholes value "Theta" for a Call option.

=CallTheta(UnadjustedPrice, StrikePrice, Years, Volatility, RiskfreeRate, DividendYield)

PutTheta Function: Returns the Black-Scholes value "Theta" for a Put option.

=PutTheta(UnadjustedPrice, StrikePrice, Years, Volatility, RiskfreeRate, DividendYield)

Description of parameters

For each Excel Function that calculates an Option Greek or other Options statistic, there are certain parameters required as shown in the formula(s) above. Not all functions use all parameters. Here is a description of each parameter: