Package Info | Disclaimer
Package: optionstrat 1.4.1
John T. Buynak
optionstrat: Utilizes the Black-Scholes Option Pricing Model to Perform Strategic Option Analysis and Plot Option Strategies
Utilizes the Black-Scholes-Merton option pricing model to calculate key option analytics and perform graphical analysis of various option strategies. Provides functions to calculate the option premium and option greeks of European-style options.
Authors:
optionstrat_1.4.1.tar.gz
optionstrat_1.4.1.tar.gz(r-4.7-any)optionstrat_1.4.1.tar.gz(r-4.6-any)
optionstrat_1.4.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
optionstrat/json (API)
| # Install 'optionstrat' in R: |
| install.packages('optionstrat', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:30551766b5. Checks:4 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 148 | ||
| source / vignettes | OK | 150 | ||
| linux-release-x86_64 | OK | 167 | ||
| wasm-release | OK | 88 |
Exports:calldeltacallevalcallgreekcallpremiumcallrhocallthetadviv.calclambdaoptevaloptiongammaoptionvegaplotbearcallplotbearputplotbullcallplotbullputplotdvplotverticalprob.aboveprob.belowprob.btwnputdeltaputevalputgreekputpremiumputrhoputthetar.conttdiffvertical
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Call Delta | calldelta |
| Call Option Evaluation | calleval |
| Call Option Greek | callgreek |
| Call Premium | callpremium |
| Call Rho | callrho |
| Call Theta | calltheta |
| Double Vertical Spread Analytics | dv |
| Implied Volatility Calculation | iv.calc |
| Lambda | lambda |
| Dual Option Evaluation | opteval |
| Option Gamma | optiongamma |
| Option Vega | optionvega |
| Plot Bear Call Spread | plotbearcall |
| Plot Bear Put Spread | plotbearput |
| Plot Bull Call Spread | plotbullcall |
| Plot Bull Put Spread | plotbullput |
| Plot Double Vertical Spread | plotdv |
| Plot Custom Vertical Spread | plotvertical |
| Probability Above | prob.above |
| Probability Below | prob.below |
| Probability Between | prob.btwn |
| Put Delta | putdelta |
| Put Option Evaluation | puteval |
| Put Option Greek | putgreek |
| Put Premium | putpremium |
| Put Rho | putrho |
| Put Theta | puttheta |
| Continuously Compounded Rate | r.cont |
| Time Difference | tdiff |
| Vertical Spread Analytics | vertical |