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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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Version

Install

install.packages('optionstrat')

Monthly Downloads

200

Version

1.4.1

License

GPL-3

Maintainer

John Buynak

Last Published

December 3rd, 2019

Functions in optionstrat (1.4.1)

calltheta

Call Theta
dv

Double Vertical Spread Analytics
callgreek

Call Option Greek
calldelta

Call Delta
iv.calc

Implied Volatility Calculation
lambda

Lambda
callpremium

Call Premium
callrho

Call Rho
opteval

Dual Option Evaluation
calleval

Call Option Evaluation
plotbearcall

Plot Bear Call Spread
plotbearput

Plot Bear Put Spread
plotbullcall

Plot Bull Call Spread
optiongamma

Option Gamma
puttheta

Put Theta
r.cont

Continuously Compounded Rate
putrho

Put Rho
prob.above

Probability Above
plotdv

Plot Double Vertical Spread
prob.btwn

Probability Between
putpremium

Put Premium
plotvertical

Plot Custom Vertical Spread
prob.below

Probability Below
optionvega

Option Vega
plotbullput

Plot Bull Put Spread
tdiff

Time Difference
putdelta

Put Delta
vertical

Vertical Spread Analytics
puteval

Put Option Evaluation
putgreek

Put Option Greek