optionstrat (version 1.4.1)

Utilizes the Black-Scholes Option Pricing Model to Perform Strategic Option Analysis and Plot Option Strategies

Description

Utilizes the Black-Scholes-Merton option pricing model to calculate key option analytics and perform graphical analysis of various option strategies. Provides functions to calculate the option premium and option greeks of European-style options.

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Install

install.packages('optionstrat')

Monthly Downloads

188

Version

1.4.1

License

GPL-3

Maintainer

Last Published

December 3rd, 2019

Functions in optionstrat (1.4.1)