stockTimeGreeks {GUIDE}

Plot of option greeks for a European Call/Put as a function of stock price and time.

Description

Function to plot of option greeks for a European Call/Put as a function of stock price and time.

Usage

stockTimeGreeks()

Details

The user inputs are as follows:
Type of Option: chosen between Call/Put
Greek: chosen amongst Delta, Gamma, Vega, Theta, Rho
Sigma (Volatility) per annum
Risk free rate per annum:
Clicking "+ / -" increases/decreases the value of the above two inputs.

Value

Plot of option greeks for a European Call/Put as a function of stock price and time.

Author(s)

S Subramanian <[e-mail]>

References

John C. Hull, "Options, Futures, and Other Derivatives", 8/E, Prentice Hall, 2012.

See Also

calcgreeks