call.minorgreek {roptions}

Specified Minor Option Greek

Description

Calculate the Specified Minor Option Greek of a Contract

Usage

call.minorgreek(minorgreek = c("lambda", "vomma"), s, k, t, sd, r, d = 0)

Arguments

minorgreek

Character String of the minor greek to be calculated

s

Spot Price of Underlying Asset

k

Exercise Price of Contract

t

Time to Expiration

sd

Volatality

r

Risk free rate of return

d

Divident Yield (use cont.rate()), Default: 0

Details

Vomma is the rate at which the vega of an option will react to volatility in the market. In options trading, Lamba is the Greek letter assigned to variable which tells the ratio of how much leverage an option is providing as the price of that option changes.

Value

Output gives the Specified Minor Greek of a Option Contract.

Examples

call.minorgreek('lambda', 100, 105, 0.25, 0.35, 0.0488)