Option Strategies and Valuation
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Documentation for package ‘roptions’ version 1.0.3
Help Pages
| box.spread | Box Spread Strategy Function |
| butterfly.call | Butterfly Call Spread Strategy Function |
| butterfly.put | Butterfly Put Spread Strategy Function |
| call.delta | Call Delta |
| call.estimate | Option Greek and Estimated Premium of Call Option |
| call.gamma | Call Gamma |
| call.greek | Specified Call Option Greek |
| call.minorgreek | Specified Minor Option Greek |
| call.premium.est | Estimated Premium of Option Contract |
| call.rho | Call Rho |
| call.spread | Bull/Bear Call Spread Strategy Function |
| call.theta | Call Theta |
| call.vega | Call Vega |
| cont.rate | Continous Rate |
| iron.condour | Iron Condour Strategy Function |
| put.delta | Put Delta |
| put.estimate | Option Greek and Estimated Premium of Put Option |
| put.gamma | Put Gamma |
| put.greek | Put Greeks |
| put.minorgreek | Specified Minor Option Greek |
| put.premium.est | Estimated Premium of Put Option |
| put.rho | Put Rho |
| put.spread | Bull/Bear Put Spread Strategy Function |
| put.theta | Put Theta |
| put.vega | Put Vega |
| straddle.long | Long Straddle Strategy Function |
| straddle.short | Short Straddle Strategy Function |
| strangle.long | Long Strangle Strategy Function |
| strangle.short | Short Strangle Strategy Function |