roptions (version 1.0.3)

put.spread: Bull/Bear Put Spread Strategy Function

Description

This function can be used to develop a Bull/Bear Put Strategy.

Usage

put.spread(k1, k2, long_put, short_put, llimit = 20, ulimit = 20)

Arguments

k1

Excercise Price of Long Put Option

k2

Excercise Price of Short Put Option

long_put

Premium of Long Put Option

short_put

Premium of Short Put Option

llimit

Lower limit of stock price at Expiration., Default: 20

ulimit

Upper Limit of Stock Price at Expiration, Default: 20

Value

OUTPUT_DESCRIPTION Returns the profit/loss generated from the strategy along with the profit/loss of individual contract and an interactive graph for the same.

Details

The strategy uses two put options to form a range consisting of a high strike price and a low strike price.

Examples

# NOT RUN {
put.spread(1.2, 3.2, 100, 105)
# }