Utilizes the Black-Scholes Option Pricing Model to Perform
Strategic Option Analysis and Plot Option Strategies
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Documentation for package ‘optionstrat’ version 1.4.1
Help Pages
| calldelta | Call Delta |
| calleval | Call Option Evaluation |
| callgreek | Call Option Greek |
| callpremium | Call Premium |
| callrho | Call Rho |
| calltheta | Call Theta |
| dv | Double Vertical Spread Analytics |
| iv.calc | Implied Volatility Calculation |
| lambda | Lambda |
| opteval | Dual Option Evaluation |
| optiongamma | Option Gamma |
| optionvega | Option Vega |
| plotbearcall | Plot Bear Call Spread |
| plotbearput | Plot Bear Put Spread |
| plotbullcall | Plot Bull Call Spread |
| plotbullput | Plot Bull Put Spread |
| plotdv | Plot Double Vertical Spread |
| plotvertical | Plot Custom Vertical Spread |
| prob.above | Probability Above |
| prob.below | Probability Below |
| prob.btwn | Probability Between |
| putdelta | Put Delta |
| puteval | Put Option Evaluation |
| putgreek | Put Option Greek |
| putpremium | Put Premium |
| putrho | Put Rho |
| puttheta | Put Theta |
| r.cont | Continuously Compounded Rate |
| tdiff | Time Difference |
| vertical | Vertical Spread Analytics |