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volatilityTrader (version 1.0.1)

High Volatility Environment Option Trading Strategies Graphs

Description

Trading Strategies for high Option Volatility environment are represented here through their Graphs. The graphic indicators, strategies, calculations, functions and all the discussions are for academic, research, and educational purposes only and should not be construed as investment advice and come with absolutely no Liability. Guy Cohen (“The Bible of Options Strategies (2nd ed.)”, 2015, ISBN: 9780133964028). Zura Kakushadze, Juan A. Serur (“151 Trading Strategies”, 2018, ISBN: 9783030027919). John C. Hull (“Options, Futures, and Other Derivatives (11th ed.)”, 2022, ISBN: 9780136939979).

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Version

Install

install.packages('volatilityTrader')

Monthly Downloads

189

Version

1.0.1

License

GPL-3

Maintainer

MaheshP Kumar

Last Published

October 25th, 2022

Functions in volatilityTrader (1.0.1)

longCallSyntheticStraddlePnL

Calculates per share Profit and Loss (PnL) at expiration for Long Call Synthetic Straddle Option Strategy and draws its Bar Plot displaying PnL in the plots tab.

shortIronButterflyPnL

Calculates per share Profit and Loss (PnL) at expiration for Short Iron Butterfly Option Strategy and draws its Bar Plot displaying PnL in the Plots tab.

longPutSyntheticStraddlePnL

Calculates per share Profit and Loss (PnL) at expiration for Long Put Synthetic Straddle Option Strategy and draws its Bar Plot displaying PnL in the Plots tab.

Calculates per share Profit and Loss (PnL) at expiration for Straddle Option Strategy and draws its Bar Plot displaying PnL in the Plots tab.

shortCallButterflyPnL

Calculates per share Profit and Loss (PnL) at expiration for Short Call Butterfly Option Strategy and draws its Bar Plot displaying PnL in the Plots tab.

shortCallCondorPnL

Calculates per share Profit and Loss (PnL) at expiration for Short Call Condor Option Strategy and draws its Bar Plot displaying PnL in the Plots tab.

Calculates per share Profit and Loss (PnL) at expiration for Guts Option Strategy and draws its Bar Plot displaying PnL in the Plots tab.

Calculates per share Profit and Loss (PnL) at expiration for Long Box Option Strategy and draws its Bar Plot displaying PnL in the Plots tab.

shortIronCondorPnL

Calculates per share Profit and Loss (PnL) at expiration for Short Iron Condor Option Strategy and draws its Bar Plot displaying PnL in the Plots tab.

Calculates per share Profit and Loss (PnL) at expiration for Strangle Option Strategy and draws its Bar Plot displaying PnL in the Plots tab.

shortPutCondorPnL

Calculates per share Profit and Loss (PnL) at expiration for Short Put Condor Option Strategy and draws its Bar Plot displaying PnL in the Plots tab.

shortPutButterflyPnL

Calculates per share Profit and Loss (PnL) at expiration for Short Put Butterfly Option Strategy and draws its Bar Plot displaying PnL in the Plots tab.

Calculates per share Profit and Loss (PnL) at expiration for Strap Option Strategy and draws its Bar Plot displaying PnL in the Plots tab.

Calculates per share Profit and Loss (PnL) at expiration for Strip Option Strategy and draws its Bar Plot displaying PnL in the Plots tab.