Trading Jade Lizard Option Strategies


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Documentation for package ‘jadeLizardOptions’ version 1.0.1

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jadeLizardPnL Calculates per share (or unit of the underlying) Profit and Loss (PnL) at expiration for Jade Lizard Options Trading Strategy and draws its Bar Plot displaying the PnL at various Spot Prices.
reverseJadeLizardPnL Calculates per share (or unit of the underlying) Profit and Loss (PnL) at expiration for Reverse Jade Lizard Options Trading Strategy and draws its Bar Plot displaying the PnL.