{"text_format":"1","workbook":"xlsx","n_sheets":3,"sheets":["Sheet1","Sheet2","Test"],"not_rendered":{"charts":0,"images":0,"macros":1,"external_links":0,"defined_names":0,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900"}

{"sheet":"Sheet1","index":0,"n_rows":20,"n_cols":24,"rows_kept":20,"cut":false,"hidden":false,"merged":[]}
["0",null,null,null,null,null,null,null,null,null,null,null,"Buy VWAP","Sell VWAP","Margin Cash","Margin Qty","Margin Loan",null,null,null,null,null,null,"Prices"]
[null,"XR500dm",null,null,null,null,"0.",null,null,null,null,null,"0.","0.","0.","0.","0.",null,null,null,null,null,null,{"$f":"+(C2+E2)/2","v":0}]
[null,"T-Strip",null,null,null,null,"0.",null,null,null,null,null,"0.","0.","0.","0.","0.",null,null,null,null,null,null,{"$f":"+(C3+E3)/2","v":0}]
[null,"Call290",null,null,null,null,"0.",null,null,null,null,null,"0.","0.","0.","0.","0.",null,null,null,null,null,null,0]
[null,"Put290",null,null,null,null,"-200000.",null,null,null,null,null,"0.","0.","0.","0.","0.",null,null,null,null,null,null,0]
[null,"Call310",null,null,null,null,"0.",null,null,null,null,null,"0.","0.","0.","0.","0.",null,null,null,null,null,null,0]
[null,"Put310",null,null,null,null,"0.",null,null,null,null,null,"0.","0.","0.","0.","0.",null,null,null,null,null,null,0]
[null,"dm Fut",null,null,null,null,"0.",null,null,null,null,null,"0.","0.","0.","0.","0.",null,null,null,null,null,null,0]
[null,"Cash","7650000."]
[null,"Trading Case XR2 Support  (Market writes in rows 11/12 below).  To make you spreadsheet update automatically turn Auto Calculate on (Tools, Options , Calculation), otherwise use the F9 to manually update."]
[]
[]
[]
[null,null,"Delta","Gamma","Vega","ImpVol"]
[null,"Call290",{"$f":"OptionDelta(1,0.03,$B$12/$C$12,290,$C$2,0.25,0)","v":{"$error":"#VALUE!"}},{"$f":"OptionGamma(0.03,$B$12/$C$12,290,$C$2,0.25,0)","v":{"$error":"#VALUE!"}},{"$f":"OptionVega(0.03,$B$12/$C$12,290,$C$2,0.25,0)","v":{"$error":"#VALUE!"}},{"$f":"ImpliedVol(1,0.03,$B$12/$C$12,290,$X$2,0.25,0.001,$X4,0,50)","v":{"$error":"#VALUE!"}}]
[null,"Put290",{"$f":"OptionDelta(2,0.03,$B$12/$C$12,290,$C$2,0.25,0)","v":{"$error":"#VALUE!"}},{"$f":"OptionGamma(0.03,$B$12/$C$12,290,$C$2,0.25,0)","v":{"$error":"#VALUE!"}},{"$f":"OptionVega(0.03,$B$12/$C$12,290,$C$2,0.25,0)","v":{"$error":"#VALUE!"}},{"$f":"ImpliedVol(2,0.03,$B$12/$C$12,290,$X$2,0.25,0.001,$X5,0,50)","v":{"$error":"#VALUE!"}}]
[null,"Call310",{"$f":"OptionDelta(1,0.03,$B$12/$C$12,310,$C$2,0.25,0)","v":{"$error":"#VALUE!"}},{"$f":"OptionGamma(0.03,$B$12/$C$12,310,$C$2,0.25,0)","v":{"$error":"#VALUE!"}},{"$f":"OptionVega(0.03,$B$12/$C$12,310,$C$2,0.25,0)","v":{"$error":"#VALUE!"}},{"$f":"ImpliedVol(1,0.03,$B$12/$C$12,310,$X$2,0.25,0.001,$X6,0,50)","v":{"$error":"#VALUE!"}}]
[null,"Put310",{"$f":"OptionDelta(2,0.03,$B$12/$C$12,310,$C$2,0.25,0)","v":{"$error":"#VALUE!"}},{"$f":"OptionGamma(0.03,$B$12/$C$12,310,$C$2,0.25,0)","v":{"$error":"#VALUE!"}},{"$f":"OptionVega(0.03,$B$12/$C$12,310,$C$2,0.25,0)","v":{"$error":"#VALUE!"}},{"$f":"ImpliedVol(2,0.03,$B$12/$C$12,310,$X$2,0.25,0.001,$X7,0,50)","v":{"$error":"#VALUE!"}}]
[null,"dm Fut",{"$f":"+EXP(0.03*$B$12/$C$12)","v":{"$error":"#DIV/0!"}}]
[null,"Position",{"$f":"+$G$4*C15+$G$5*C16+$G$6*C17+$G$7*C18+$G$8*C19","v":{"$error":"#VALUE!"}},{"$f":"+$G$4*D15+$G$5*D16+$G$6*D17+$G$7*D18+$G$8*D19","v":{"$error":"#VALUE!"}},{"$f":"+$G$4*E15+$G$5*E16+$G$6*E17+$G$7*E18+$G$8*E19","v":{"$error":"#VALUE!"}}]

{"sheet":"Sheet2","index":1,"n_rows":1,"n_cols":8,"rows_kept":1,"cut":false,"hidden":false,"merged":[]}
[null,"Trial","Period","Time","Security","Action","Price","Quantity"]

{"sheet":"Test","index":2,"n_rows":17,"n_cols":3,"rows_kept":17,"cut":false,"hidden":false,"merged":[]}
["Call1Put1",1,2]
["RiskFree",0.1,0.1]
["Maturity",1,1]
["Strike",50,50]
["Underlying",50,50]
["Volatility",0.25,0.25]
["Div",0,0]
["Option Price",7,7]
["Tolerance",1E-3,1E-3]
["Iterations",100,100]
[]
["Price",{"$f":"BlackScholes(B$1,B$2,B$3,B$4,B$5,B$6,B$7)","v":7.4879417419433594},{"$f":"BlackScholes(C$1,C$2,C$3,C$4,C$5,C$6,C$7)","v":2.7298123836517334}]
["delta",{"$f":"OptionDelta(B$1,B$2,B$3,B$4,B$5,B$6,B$7)","v":0.70020025968551636},{"$f":"OptionDelta(C$1,C$2,C$3,C$4,C$5,C$6,C$7)","v":-0.29979974031448364}]
["gamma",{"$f":"OptionGamma(B$2,B$3,B$4,B$5,B$6,B$7)","v":2.7806999161839485E-2},{"$f":"OptionGamma(C$2,C$3,C$4,C$5,C$6,C$7)","v":2.7806999161839485E-2}]
["vega",{"$f":"OptionVega(B$2,B$3,B$4,B$5,B$6,B$7)","v":17.379375457763672},{"$f":"OptionVega(C$2,C$3,C$4,C$5,C$6,C$7)","v":17.379375457763672}]
["theta",{"$f":"OptionTheta(B$1,B$2,B$3,B$4,B$5,B$6,B$7)","v":-4.9246292114257812},{"$f":"OptionTheta(C$1,C$2,C$3,C$4,C$5,C$6,C$7)","v":-0.40044200420379639}]
["impvol",{"$f":"ImpliedVol(B$1,B$2,B$3,B$4,B$5,B$6,B$9,B$8,B$7,B$10)","v":0.22167976200580597},{"$f":"ImpliedVol(C$1,C$2,C$3,C$4,C$5,C$6,C$9,C$8,C$7,C$10)","v":0.48864752054214478}]