straddle.long {roptions} | R Documentation |
Long Straddle Strategy Function
Description
This function can be used to develop a Long Straddle Strategy.
Usage
straddle.long(c, p, k, ulimit = 10, llimit = 10)
Arguments
c |
Premium of Long call Option |
p |
Premium of Long Put Option |
k |
Excercise Price of Long call and Put Option |
ulimit |
Upper Limit of Stock Price at Expiration, Default: 20 |
llimit |
Lower limit of stock price at Expiration., Default: 20 |
Details
A straddle is a neutral options strategy that involves simultaneously buying both a put option and a call option for the underlying security with the same strike price and the same expiration date.
Value
OUTPUT_DESCRIPTION Returns the profit/loss generated from the strategy along with the profit/loss of individual contract and an interactive graph for the same.
Examples
straddle.long(1.2, 3.2, 100)
[Package roptions version 1.0.3 Index]