Black-Scholes values of options.

Value of options on each period of time by using Black-Scholes

• Calculates the values of options and d’s for every day or time by using Black-Scholes.
• Dependent on BSMfaiq.m function and .txt file.
• Syntax:
[opttab,dtab]=BSMmultifaiq(txtfilename)
• The .txt file contains n-by-6 matrix table where n is total number of day or time and values of 6-columns sorted in sequence of:
- Number, date or time
- Underlying asset price
- Exercise price of options
- Riskless rate of return
- Time to maturity in years
- Volatility of underlying asset
• Output variables:
opttab - table of call and put option prices on each day
dtab - table of d1 and d2 values on each day.